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 Tuesday, May 20th, 2025:38.16% (-2.27%)

Analysis last updated: Tuesday, May 20, 2025 at 02:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9583	7.44
$α$	0.0815	7.77
$β$	0.8483	44.04
$γ_{1}$	-0.0394	-0.82
$γ_{2}$	0.1461	2.13
$γ_{3}$	-0.1861	-4.19
$γ_{4}$	0.0451	0.77
$γ_{5}$	0.1039	1.43
$γ_{6}$	-0.1279	-2.00
$γ_{7}$	0.1487	2.36
$γ_{8}$	-0.1890	-2.46
$γ_{9}$	0.1553	2.06
$γ_{10}$	-0.0716	-1.43

Estimation Period:
Jan 2, 1990 to May 16, 2025

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Volatility Forecasts

Volatility Forecasts