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

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Bristol-Myers Squibb Co APARCH Volatility Analysis

Volatility Prediction for Thursday, October 16th, 2025:26.10% (-0.78%)

Analysis last updated: Wednesday, October 15, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0396	14.99
$α$	0.0717	26.13
$β$	0.9240	310.27
$γ$	0.3255	14.27
$δ$	1.0861	27.88

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts