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

V-Lab

Bristol-Myers Squibb Co MEM Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:19.52% (-0.76%)

Analysis last updated: Monday, June 30, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0549	9.47
$α$	0.1559	44.85
$β$	0.8272	326.30

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts