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

V-Lab

Bristol-Myers Squibb Co AGARCH Volatility Analysis

Volatility Prediction for Wednesday, July 16th, 2025:26.55% (-0.19%)

Analysis last updated: Tuesday, July 15, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0722	16.97
$α$	0.0741	27.53
$β$	0.8990	276.54
$γ$	0.3834	11.12

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts