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

V-Lab

Bristol-Myers Squibb Co MEM Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:41.39% (-0.53%)

Analysis last updated: Wednesday, April 23, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0541	9.35
$α$	0.1556	44.71
$β$	0.8280	326.12

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts