V-Lab: Bristol-Myers Squibb Co EGARCH Volatility Analysis

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V-Lab

Bristol-Myers Squibb Co EGARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:36.62% (+14.07%)

Analysis last updated: Thursday, April 25, 2024 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0278	11.50
$α$	0.1259	26.37
$β$	0.9790	646.23
$γ$	-0.0428	-11.54

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts