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

V-Lab

Bristol-Myers Squibb Co APARCH Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:24.61% (-1.05%)

Analysis last updated: Monday, September 15, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0397	14.99
$α$	0.0717	26.05
$β$	0.9239	309.42
$γ$	0.3264	14.26
$δ$	1.0872	27.92

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts