Becton Dickinson and Co GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
23.70%
decreased by 0.67%
1 Week
23.94%
decreased by 0.43%
1 Month
24.69%
increased by 0.32%
Analysis last updated: Monday, June 8, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0926 | 12.61 | |
| 0.0684 | 14.92 | |
| 0.8765 | 165.14 | |
| 0.0478 | 4.93 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other GJR-GARCH Analyses on Equities