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

V-Lab

Bristol-Myers Squibb Co AGARCH Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:22.34% (-0.09%)

Analysis last updated: Thursday, September 18, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0732	17.06
$α$	0.0747	27.75
$β$	0.8979	275.67
$γ$	0.3908	11.33

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts