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V-Lab

Bristol-Myers Squibb Co GARCH Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

30.04%

decreased by 0.89%

1 Week

29.96%

decreased by 0.97%

1 Month

29.68%

decreased by 1.25%

Analysis last updated: Friday, July 10, 2026 at 10:52 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 10, 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

0.0556
15.79***
α

ARCH

Response to squared shocks

0.0595
25.55***
β

GARCH

Volatility persistence

0.9223
319.13***

Persistence:

0.982

Half-life:

38 days