Bristol-Myers Squibb Co Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
30.65%
increased by 0.63%
1 Week
31.38%
increased by 1.36%
1 Month
33.16%
increased by 3.14%
Analysis last updated: Friday, April 17, 2026 at 10:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9407 | 7.98 | |
| 0.0820 | 7.98 | |
| 0.8456 | 45.04 | |
| -0.0257 | -0.74 | |
| 0.1218 | 2.37 | |
| -0.2262 | -7.49 | |
| 0.2132 | 7.83 | |
| -0.1367 | -3.92 | |
| 0.1274 | 2.76 | |
| -0.1434 | -2.62 | |
| 0.0980 | 1.73 | |
| 0.0093 | 0.14 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
Other Bristol-Myers Squibb Co Analyses
Other Spline-GARCH Analyses on Equities