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

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V-Lab

Bristol-Myers Squibb Co Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:36.10% (-2.19%)

Analysis last updated: Wednesday, May 1, 2024 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8680	7.44
$α$	0.0783	7.46
$β$	0.8344	34.98
$γ_{1}$	-0.0823	-1.76
$γ_{2}$	0.2088	3.16
$γ_{3}$	-0.1964	-4.57
$γ_{4}$	-0.0015	-0.03
$γ_{5}$	0.1874	2.90
$γ_{6}$	-0.2211	-3.86
$γ_{7}$	0.2196	3.51
$γ_{8}$	-0.1884	-2.51
$γ_{9}$	0.0567	0.77
$γ_{10}$	0.1153	1.11

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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