V-Lab: Bristol-Myers Squibb Co Spline-GARCH Volatility Analysis

V-Lab

Bristol-Myers Squibb Co Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:34.67% (+3.25%)

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
$ω$	0.9540	7.89
$α$	0.0832	8.02
$β$	0.8459	45.17
$γ_{1}$	-0.0286	-0.78
$γ_{2}$	0.1312	2.43
$γ_{3}$	-0.2353	-7.62
$γ_{4}$	0.2111	6.93
$γ_{5}$	-0.1267	-3.00
$γ_{6}$	0.1158	2.25
$γ_{7}$	-0.1186	-2.10
$γ_{8}$	0.0431	0.80
$γ_{9}$	0.1065	1.82

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts