Bristol-Myers Squibb Co Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
32.51%
decreased by 1.22%
1 Week
33.02%
decreased by 0.71%
1 Month
34.27%
increased by 0.54%
Analysis last updated: Friday, May 8, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9426 | 8.05 | |
| 0.0818 | 7.97 | |
| 0.8450 | 44.67 | |
| -0.0246 | -0.72 | |
| 0.1199 | 2.35 | |
| -0.2250 | -7.48 | |
| 0.2130 | 7.88 | |
| -0.1368 | -4.01 | |
| 0.1276 | 2.80 | |
| -0.1445 | -2.67 | |
| 0.1011 | 1.79 | |
| 0.0059 | 0.09 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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