Bristol-Myers Squibb Co Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
36.03%
increased by 3.17%
1 Week
35.25%
increased by 2.39%
1 Month
33.10%
increased by 0.24%
Analysis last updated: Saturday, May 2, 2026 at 02:09 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0283 | 8.51 | |
| 0.0795 | 7.93 | |
| 0.8550 | 48.99 | |
| -0.0023 | -0.07 | |
| 0.0851 | 1.62 | |
| -0.2014 | -6.55 | |
| 0.1925 | 6.99 | |
| -0.1213 | -3.40 | |
| 0.1207 | 2.56 | |
| -0.1500 | -2.78 | |
| 0.1251 | 2.50 | |
| -0.0644 | -1.96 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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