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

V-Lab

Bristol-Myers Squibb Co APARCH Volatility Analysis

Volatility Prediction for Thursday, July 3rd, 2025:23.63% (-1.01%)

Analysis last updated: Wednesday, July 2, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0393	14.90
$α$	0.0714	25.83
$β$	0.9244	309.48
$γ$	0.3242	14.17
$δ$	1.0941	28.06

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts