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 Wednesday, November 12th, 2025:35.96% (+1.77%)

Analysis last updated: Tuesday, November 11, 2025 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9476	7.95
$α$	0.0828	8.01
$β$	0.8449	44.80
$γ_{1}$	-0.0272	-0.76
$γ_{2}$	0.1270	2.41
$γ_{3}$	-0.2319	-7.65
$γ_{4}$	0.2134	7.46
$γ_{5}$	-0.1328	-3.42
$γ_{6}$	0.1226	2.48
$γ_{7}$	-0.1307	-2.33
$γ_{8}$	0.0669	1.20
$γ_{9}$	0.0696	1.10

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts