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

V-Lab

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V-Lab

Bristol-Myers Squibb Co EGARCH Volatility Analysis

Volatility Prediction for Friday, October 4th, 2024:25.15% (-0.63%)

Analysis last updated: Thursday, October 3, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0281	12.15
$α$	0.1267	26.58
$β$	0.9792	662.96
$γ$	-0.0397	-10.59

Estimation Period:
Jan 2, 1990 to Sep 27, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts