Johnson Chemical Pharmaceuti EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.29% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2230 | 9.64 | |
| 0.3083 | 18.21 | |
| 0.8402 | 39.59 | |
| 0.1680 | 10.16 |
Estimation Period:
Feb 5, 2010 to Feb 11, 2026
Feb 5, 2010 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
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