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BRISTOL MEYERS SQUIBB CO ZERO SLOPE SPLINE-GARCH VOLATILITY GRAPH
?
Volatility Prediction for Tuesday, May 21:
29.99% (-1.13)
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Date Range:
from
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Window:
3m
·
6m
·
1y
·
2y
·
5y
·
all
Volatility Summary Table
Closing Price (USD)
:
$43.76
Return
:
1.06%
1 Week Pred
:
29.48%
Avg Week Vol
:
31.11%
Avg Month Vol
:
22.74%
1 Month Pred
:
27.86%
Min Vol
:
11.34%
Max Vol
:
121.21%
6 Months Pred
:
23.15%
Avg Vol
:
27.49%
Vol of Vol
:
28.39%
1 Year Pred
:
21.89%
Models
Assets
Analysis on Bristol Meyers Squibb Co
Asy. MEM
- High-Low Range Series
Asy. Power MEM
- High-Low Range Series
MEM
- High-Low Range Series
AGARCH
- Return Series
APARCH
- Return Series
EGARCH
- Return Series
GARCH
- Return Series
GAS-GARCH Student T
- Return Series
GJR-GARCH
- Return Series
Spline-GARCH
- Return Series
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