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

V-Lab

| |

V-Lab

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

Volatility Prediction for Monday, December 23rd, 2024:25.55% (+0.32%)

Analysis last updated: Friday, December 20, 2024 at 11:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9366	7.42
$α$	0.0833	7.72
$β$	0.8405	40.72
$γ_{1}$	-0.0489	-1.02
$γ_{2}$	0.1594	2.34
$γ_{3}$	-0.1844	-4.16
$γ_{4}$	0.0257	0.44
$γ_{5}$	0.1327	1.88
$γ_{6}$	-0.1577	-2.52
$γ_{7}$	0.1734	2.69
$γ_{8}$	-0.1956	-2.52
$γ_{9}$	0.1375	1.85
$γ_{10}$	-0.0486	-0.97

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts