V-Lab: Becton Dickinson and Co GAS-GARCH Student T Volatility Analysis

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V-Lab

Becton Dickinson and Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:23.09% (-0.97%)

Analysis last updated: Thursday, April 18, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3870	4.28
$α$	0.0584	26.55
$β$	0.9891	384.85
$ν$	5	7.28

Estimation Period:
Jan 2, 1990 to Apr 12, 2024