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

V-Lab

Bristol-Myers Squibb Co MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:25.49% (+1.32%)

Analysis last updated: Tuesday, July 1, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0530	17.32
$β$	0.8168	115.70
$γ$	0.0727	11.99
$λ_{1}$	0.0308	1.78
$λ_{2}$	0.0332	2.24
$λ_{3}$	0.9560	46.45

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts