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 Monday, July 14th, 2025:28.33% (+4.03%)

Analysis last updated: Friday, July 11, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9631	7.49
$α$	0.0818	7.83
$β$	0.8477	44.34
$γ_{1}$	-0.0375	-0.79
$γ_{2}$	0.1439	2.12
$γ_{3}$	-0.1889	-4.31
$γ_{4}$	0.0541	0.93
$γ_{5}$	0.0914	1.27
$γ_{6}$	-0.1141	-1.80
$γ_{7}$	0.1353	2.21
$γ_{8}$	-0.1814	-2.42
$γ_{9}$	0.1558	2.10
$γ_{10}$	-0.0751	-1.51

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

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Volatility Forecasts

Volatility Forecasts