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

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Bristol-Myers Squibb Co APARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:27.31% (+0.28%)

Analysis last updated: Saturday, December 13, 2025 at 12:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0388	14.95
$α$	0.0706	26.18
$β$	0.9254	316.25
$γ$	0.3325	14.43
$δ$	1.0843	27.88

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts