V-Lab
V-Lab
Bristol-Myers Squibb Co AGARCH Volatility Analysis
Volatility Prediction for Monday, March 24th, 2025:25.09% (-0.95%)
Analysis last updated: Friday, March 21, 2025 at 10:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bristol-Myers Squibb Co AGARCH
paramt-stat
ω0.071316.75
α0.073527.20
β0.8999275.02
γ0.384511.08
Estimation Period:
Jan 2, 1990 to Mar 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts