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 Tuesday, October 21st, 2025:28.63% (-0.57%)

Analysis last updated: Monday, October 20, 2025 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9524	7.93
$α$	0.0836	8.05
$β$	0.8446	45.04
$γ_{1}$	-0.0277	-0.77
$γ_{2}$	0.1283	2.42
$γ_{3}$	-0.2331	-7.63
$γ_{4}$	0.2134	7.33
$γ_{5}$	-0.1322	-3.33
$γ_{6}$	0.1223	2.44
$γ_{7}$	-0.1300	-2.30
$γ_{8}$	0.0658	1.19
$γ_{9}$	0.0637	1.06

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts