Becton Dickinson and Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:77.08% (-3.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0828 | 11.92 | |
| 0.0629 | 14.10 | |
| 0.8872 | 181.33 | |
| 0.0453 | 4.72 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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