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

Skip to main content

V-Lab

Bristol-Myers Squibb Co Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 20th, 2025:36.56% (+1.02%)

Analysis last updated: Thursday, November 20, 2025 at 12:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9469	7.94
$α$	0.0827	8.01
$β$	0.8451	44.84
$γ_{1}$	-0.0273	-0.76
$γ_{2}$	0.1271	2.41
$γ_{3}$	-0.2319	-7.65
$γ_{4}$	0.2134	7.46
$γ_{5}$	-0.1328	-3.42
$γ_{6}$	0.1225	2.48
$γ_{7}$	-0.1305	-2.32
$γ_{8}$	0.0664	1.19
$γ_{9}$	0.0714	1.13

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts