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V-Lab

Bristol-Myers Squibb Co GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

37.32%

decreased by 0.95%

1 Week

37.12%

decreased by 1.15%

1 Month

36.35%

decreased by 1.92%

Analysis last updated: Tuesday, July 21, 2026 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bristol-Myers Squibb Co GAS-GARCH-T

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 61 trading days, meaning a shock loses half its impact after approximately 61 days. Returns follow a Student-t distribution with v = 4.90 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.8499
4.41***
α

ARCH

Response to squared shocks

0.0553
27.79***
β

GARCH

Volatility persistence

0.9887
370.85***
ν

DF

Student-t tail thickness

4.9019
7.76***

Persistence:

0.989

Half-life:

61 days