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

V-Lab

Bristol-Myers Squibb Co AGARCH Volatility Analysis

Volatility Prediction for Wednesday, August 6th, 2025:35.47% (-1.68%)

Analysis last updated: Tuesday, August 5, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0721	16.92
$α$	0.0745	27.63
$β$	0.8987	276.61
$γ$	0.3902	11.33

Estimation Period:
Jan 2, 1990 to Aug 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts