Bristol-Myers Squibb Co EGARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
32.70%
increased by 4.16%
1 Week
32.64%
increased by 4.10%
1 Month
32.44%
increased by 3.90%
Analysis last updated: Saturday, May 2, 2026 at 02:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 12.56 | |
| 0.1266 | 27.52 | |
| 0.9789 | 666.81 | |
| -0.0397 | -11.13 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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