Johnson & Johnson GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
21.27%
decreased by 1.29%
1 Week
21.31%
decreased by 1.25%
1 Month
21.46%
decreased by 1.10%
Analysis last updated: Monday, June 8, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2104 | 4.25 | |
| 0.0790 | 38.49 | |
| 0.9918 | 492.93 | |
| 5.8353 | 9.49 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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