Bristol-Myers Squibb Co MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
29.17%
increased by 1.99%
1 Week
29.01%
increased by 1.83%
1 Month
28.62%
increased by 1.44%
Analysis last updated: Thursday, June 18, 2026 at 10:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0522 | 17.42 | |
| 0.8151 | 114.09 | |
| 0.0719 | 12.03 | |
| 0.0294 | 1.73 | |
| 0.0328 | 2.22 | |
| 0.9568 | 47.01 |
Estimation Period:
Jan 2, 1990 to Jun 18, 2026
Jan 2, 1990 to Jun 18, 2026
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