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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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