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

V-Lab

Bristol-Myers Squibb Co Asy. MEM Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:24.62% (+2.30%)

Analysis last updated: Thursday, July 10, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0550	28.14
$α$	0.1284	33.49
$β$	0.8346	334.63
$γ$	0.0392	6.37

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts