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

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

Volatility Prediction for Monday, October 13th, 2025:27.41% (-0.20%)

Analysis last updated: Friday, October 10, 2025 at 11:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0097	8.05
$α$	0.0854	8.14
$β$	0.8469	47.43
$γ_{1}$	-0.0062	-0.17
$γ_{2}$	0.0930	1.70
$γ_{3}$	-0.2077	-6.65
$γ_{4}$	0.1925	6.48
$γ_{5}$	-0.1170	-2.83
$γ_{6}$	0.1170	2.26
$γ_{7}$	-0.1405	-2.48
$γ_{8}$	0.1022	2.00
$γ_{9}$	-0.0411	-1.20

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts