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V-Lab

Bristol-Myers Squibb Co GARCH Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

33.04%

decreased by 0.75%

1 Week

32.86%

decreased by 0.93%

1 Month

32.24%

decreased by 1.55%

Analysis last updated: Tuesday, July 21, 2026 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bristol-Myers Squibb Co GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 38 trading days, meaning a shock loses half its impact after approximately 38 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0558
15.82***
α

ARCH

Response to squared shocks

0.0599
25.63***
β

GARCH

Volatility persistence

0.9219
318.57***

Persistence:

0.982

Half-life:

38 days