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

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

Volatility Prediction for Tuesday, November 25th, 2025:30.85% (+2.49%)

Analysis last updated: Monday, November 24, 2025 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0215	8.21
$α$	0.0832	8.06
$β$	0.8501	48.16
$γ_{1}$	-0.0033	-0.09
$γ_{2}$	0.0893	1.64
$γ_{3}$	-0.2073	-6.65
$γ_{4}$	0.1939	6.63
$γ_{5}$	-0.1188	-2.94
$γ_{6}$	0.1192	2.33
$γ_{7}$	-0.1452	-2.57
$γ_{8}$	0.1111	2.16
$γ_{9}$	-0.0498	-1.44

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

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