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 Thursday, April 17th, 2025:47.50% (-2.21%)

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
$ω$	0.0372	23.69
$α$	0.1767	66.07
$β$	0.8115	271.48
$γ$	0.0622	10.33
$δ$	0.7430	17.79

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts