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

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Bristol-Myers Squibb Co GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:27.11% (-0.63%)

Analysis last updated: Monday, October 13, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0616	16.36
$α$	0.0645	25.64
$β$	0.9154	297.97

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts