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

V-Lab

Bristol-Myers Squibb Co EGARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:24.98% (+0.74%)

Analysis last updated: Tuesday, July 1, 2025 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0289	12.66
$α$	0.1286	26.99
$β$	0.9786	658.98
$γ$	-0.0393	-10.66

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts