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

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V-Lab

Bristol-Myers Squibb Co AGARCH Volatility Analysis

Volatility Prediction for Monday, October 7th, 2024:21.86% (-0.75%)

Analysis last updated: Friday, October 4, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0686	16.27
$α$	0.0725	26.87
$β$	0.9014	274.74
$γ$	0.3914	11.15

Estimation Period:
Jan 2, 1990 to Oct 4, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts