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

V-Lab

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V-Lab

Bristol-Myers Squibb Co EGARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:35.02% (-1.70%)

Analysis last updated: Friday, April 26, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0280	11.38
$α$	0.1245	26.33
$β$	0.9791	646.25
$γ$	-0.0443	-11.98

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts