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

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V-Lab

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

Volatility Prediction for Thursday, May 2nd, 2024:33.62% (-2.34%)

Analysis last updated: Wednesday, May 1, 2024 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9139	7.65
$α$	0.0791	7.40
$β$	0.8354	34.88
$γ_{1}$	-0.0570	-1.19
$γ_{2}$	0.1716	2.54
$γ_{3}$	-0.1813	-4.15
$γ_{4}$	-0.0004	-0.01
$γ_{5}$	0.1763	2.73
$γ_{6}$	-0.2087	-3.65
$γ_{7}$	0.2147	3.41
$γ_{8}$	-0.2002	-2.70
$γ_{9}$	0.1010	1.50
$γ_{10}$	-0.0079	-0.17

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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