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

V-Lab

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V-Lab

Bristol-Myers Squibb Co APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:28.53% (-1.28%)

Analysis last updated: Tuesday, May 7, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0382	14.55
$α$	0.0677	24.98
$β$	0.9276	312.95
$γ$	0.3764	16.16
$δ$	1.1268	29.25

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts