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 Wednesday, July 2nd, 2025:24.92% (+4.56%)

Analysis last updated: Tuesday, July 1, 2025 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0376	23.90
$α$	0.1764	66.18
$β$	0.8111	271.74
$γ$	0.0626	10.39
$δ$	0.7337	17.65

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts