Bristol-Myers Squibb Co EGARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
29.35%
decreased by 1.29%
1 Week
29.42%
decreased by 1.22%
1 Month
29.70%
decreased by 0.94%
Analysis last updated: Friday, May 8, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 12.54 | |
| 0.1262 | 27.52 | |
| 0.9789 | 668.21 | |
| -0.0396 | -11.10 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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