Baxter International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.50% (-6.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4836 | 27.93 | |
| 0.1738 | 15.62 | |
| 0.6217 | 68.99 | |
| 0.1563 | 8.10 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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