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 Friday, December 5th, 2025:35.45% (-0.99%)

Analysis last updated: Thursday, December 4, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0161	8.18
$α$	0.0835	8.07
$β$	0.8492	47.74
$γ_{1}$	-0.0033	-0.09
$γ_{2}$	0.0882	1.62
$γ_{3}$	-0.2051	-6.61
$γ_{4}$	0.1925	6.61
$γ_{5}$	-0.1184	-2.96
$γ_{6}$	0.1186	2.33
$γ_{7}$	-0.1441	-2.57
$γ_{8}$	0.1103	2.16
$γ_{9}$	-0.0496	-1.45

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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