Bristol-Myers Squibb Co Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
28.62%
increased by 1.03%
1 Week
28.70%
increased by 1.11%
1 Month
28.93%
increased by 1.34%
Analysis last updated: Thursday, June 18, 2026 at 10:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0122 | 8.39 | |
| 0.0817 | 8.04 | |
| 0.8497 | 47.16 | |
| -0.0015 | -0.04 | |
| 0.0824 | 1.59 | |
| -0.1993 | -6.52 | |
| 0.1922 | 7.10 | |
| -0.1208 | -3.53 | |
| 0.1190 | 2.60 | |
| -0.1490 | -2.82 | |
| 0.1270 | 2.57 | |
| -0.0673 | -2.08 |
Estimation Period:
Jan 2, 1990 to Jun 18, 2026
Jan 2, 1990 to Jun 18, 2026
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