Bristol-Myers Squibb Co MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
23.26%
decreased by 0.59%
1 Week
24.19%
increased by 0.34%
1 Month
26.08%
increased by 2.23%
Analysis last updated: Friday, May 22, 2026 at 10:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0527 | 17.52 | |
| 0.8144 | 113.67 | |
| 0.0718 | 11.99 | |
| 0.0298 | 1.73 | |
| 0.0330 | 2.21 | |
| 0.9565 | 46.41 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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