Johnson & Johnson APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
20.10%
increased by 0.48%
1 Week
20.26%
increased by 0.64%
1 Month
20.85%
increased by 1.23%
Analysis last updated: Tuesday, June 9, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 27.54 | |
| 0.0856 | 39.48 | |
| 0.9144 | 456.31 | |
| 0.3549 | 19.58 | |
| 1.1653 | 27.64 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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