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

V-Lab

Bristol-Myers Squibb Co MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:39.81% (-2.82%)

Analysis last updated: Tuesday, May 20, 2025 at 02:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0521	17.19
$β$	0.8199	118.01
$γ$	0.0732	12.15
$λ_{1}$	0.0297	1.81
$λ_{2}$	0.0324	2.30
$λ_{3}$	0.9573	49.22

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts