V-Lab: Bristol-Myers Squibb Co MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Bristol-Myers Squibb Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:23.34% (-0.69%)

Analysis last updated: Friday, October 24, 2025 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0542	17.57
$β$	0.8142	114.21
$γ$	0.0720	11.86
$λ_{1}$	0.0312	1.77
$λ_{2}$	0.0335	2.22
$λ_{3}$	0.9554	45.47

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts