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

V-Lab

Bristol-Myers Squibb Co Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:39.24% (-1.78%)

Analysis last updated: Thursday, April 17, 2025 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8793	7.30
$α$	0.0794	7.67
$β$	0.8415	39.63
$γ_{1}$	-0.0731	-1.59
$γ_{2}$	0.1982	3.04
$γ_{3}$	-0.2143	-5.09
$γ_{4}$	0.0548	0.98
$γ_{5}$	0.1108	1.61
$γ_{6}$	-0.1430	-2.33
$γ_{7}$	0.1571	2.54
$γ_{8}$	-0.1720	-2.22
$γ_{9}$	0.0903	1.11
$γ_{10}$	0.1044	1.20

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

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