Johnson & Johnson MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:5.54% (-6.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0050 | 49,530.00 | |
| -0.0099 | -98,870.00 | |
| 1.0063 | 32.37 | |
| 0.2993 | 30.18 | |
| 0.0180 | 0.52 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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