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

V-Lab

Bristol-Myers Squibb Co Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:51.27% (-2.60%)

Analysis last updated: Wednesday, April 16, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0546	27.83
$α$	0.1296	33.45
$β$	0.8337	331.38
$γ$	0.0392	6.32

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts