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

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V-Lab

Bristol-Myers Squibb Co MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:40.92% (-3.14%)

Analysis last updated: Wednesday, May 1, 2024 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0412	17.01
$β$	0.8290	122.04
$γ$	0.0856	15.18
$λ_{1}$	0.0297	1.78
$λ_{2}$	0.0314	2.26
$λ_{3}$	0.9579	49.20

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts