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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0191	8.71***
α ARCH Response to squared shocks	0.0802	7.94***
β GARCH Volatility persistence	0.8496	46.23***

γ₁	-0.0009	-0.03
γ₂	0.0810	1.61
γ₃	-0.1975	-6.51***
γ₄	0.1910	7.14***
γ₅	-0.1197	-3.69***
γ₆	0.1166	2.67***
γ₇	-0.1481	-2.90***
γ₈	0.1307	2.73***
γ₉	-0.0726	-2.33**

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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