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

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Bristol-Myers Squibb Co APARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:29.08% (-0.19%)

Analysis last updated: Thursday, December 4, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0389	14.95
$α$	0.0706	26.13
$β$	0.9253	315.15
$γ$	0.3333	14.38
$δ$	1.0801	27.75

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts