Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
30.43%
decreased by 0.66%
1 Week
30.32%
decreased by 0.77%
1 Month
29.95%
decreased by 1.14%
Analysis last updated: Tuesday, June 9, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0689 | 16.73 | |
| 0.0392 | 14.18 | |
| 0.9132 | 295.44 | |
| 0.0504 | 10.29 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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