Johnson & Johnson GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
20.41%
decreased by 0.78%
1 Week
20.50%
decreased by 0.69%
1 Month
20.87%
decreased by 0.32%
Analysis last updated: Tuesday, June 16, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 19.68 | |
| 0.0414 | 18.57 | |
| 0.9111 | 475.30 | |
| 0.0747 | 13.13 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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