Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
22.16%
increased by 1.32%
1 Week
22.03%
increased by 1.19%
1 Month
21.67%
increased by 0.83%
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 | |
|---|---|---|
| 1.2420 | 11.35 | |
| 0.0888 | 7.64 | |
| 0.8549 | 48.25 | |
| 0.0088 | 1.32 | |
| -0.0311 | -2.90 | |
| 0.0456 | 4.95 | |
| -0.0252 | -2.79 | |
| -0.0023 | -0.36 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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