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

V-Lab

Bristol-Myers Squibb Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:27.31% (-0.46%)

Analysis last updated: Friday, July 25, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0529	17.30
$β$	0.8170	115.65
$γ$	0.0725	11.98
$λ_{1}$	0.0307	1.77
$λ_{2}$	0.0332	2.24
$λ_{3}$	0.9559	46.36

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts