V-Lab: Bristol-Myers Squibb Co Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Bristol-Myers Squibb Co Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:17.26% (-0.84%)

Analysis last updated: Wednesday, April 24, 2024 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0376	23.43
$α$	0.1780	65.60
$β$	0.8101	266.29
$γ$	0.0637	10.43
$δ$	0.7561	17.81

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts