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

V-Lab

Bristol-Myers Squibb Co Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:24.62% (+0.43%)

Analysis last updated: Friday, September 19, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0372	23.93
$α$	0.1745	66.07
$β$	0.8132	275.09
$γ$	0.0646	10.66
$δ$	0.7325	17.60

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts