V-Lab: Johnson & Johnson GJR-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Johnson & Johnson GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:17.87% (+0.55%)

Analysis last updated: Thursday, April 25, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0239	18.82
$α$	0.0445	17.86
$β$	0.9082	443.67
$γ$	0.0762	12.59

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts