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 Monday, April 29th, 2024:19.58% (-0.67%)

Analysis last updated: Friday, April 26, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3702	4.29
$α$	0.0582	26.45
$β$	0.9890	384.09
$ν$	5	7.25

Estimation Period:
Jan 2, 1990 to Apr 26, 2024