Becton Dickinson and Co GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.64%
decreased by 0.90%
1 Week
25.75%
decreased by 0.79%
1 Month
26.09%
decreased by 0.45%
Analysis last updated: Friday, June 12, 2026 at 11:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0921 | 12.61 | |
| 0.0682 | 14.95 | |
| 0.8770 | 166.10 | |
| 0.0473 | 4.91 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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