V-Lab: Bristol-Myers Squibb Co Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Bristol-Myers Squibb Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:31.52% (-0.98%)

Analysis last updated: Thursday, May 8, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9136	7.12
$α$	0.0818	7.78
$β$	0.8466	43.50
$γ_{1}$	-0.0571	-1.19
$γ_{2}$	0.1727	2.53
$γ_{3}$	-0.1997	-4.54
$γ_{4}$	0.0508	0.87
$γ_{5}$	0.1039	1.45
$γ_{6}$	-0.1300	-2.04
$γ_{7}$	0.1505	2.39
$γ_{8}$	-0.1888	-2.46
$γ_{9}$	0.1510	2.02
$γ_{10}$	-0.0660	-1.32

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts