V-Lab: Becton Dickinson and Co GJR-GARCH Volatility Analysis

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V-Lab

Becton Dickinson and Co GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:22.66% (-0.99%)

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
$ω$	0.0927	12.68
$α$	0.0700	20.92
$β$	0.8710	181.42
$γ$	0.0518	5.13

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

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