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, November 3rd, 2025:36.43% (-2.04%)

Analysis last updated: Friday, October 31, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0162	8.15
$α$	0.0845	8.10
$β$	0.8479	47.52
$γ_{1}$	-0.0042	-0.11
$γ_{2}$	0.0900	1.65
$γ_{3}$	-0.2063	-6.63
$γ_{4}$	0.1923	6.52
$γ_{5}$	-0.1176	-2.88
$γ_{6}$	0.1180	2.30
$γ_{7}$	-0.1429	-2.54
$γ_{8}$	0.1076	2.11
$γ_{9}$	-0.0470	-1.37

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts