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

V-Lab

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

Volatility Prediction for Thursday, August 28th, 2025:22.77% (-0.38%)

Analysis last updated: Wednesday, August 27, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0128	8.00
$α$	0.0849	8.10
$β$	0.8490	48.29
$γ_{1}$	-0.0072	-0.19
$γ_{2}$	0.0955	1.72
$γ_{3}$	-0.2096	-6.63
$γ_{4}$	0.1919	6.24
$γ_{5}$	-0.1150	-2.67
$γ_{6}$	0.1154	2.17
$γ_{7}$	-0.1377	-2.40
$γ_{8}$	0.0964	1.88
$γ_{9}$	-0.0356	-1.02

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts