Johnson Chemical Pharmaceuti GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.34% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 4.45 | |
| 0.1057 | 9.98 | |
| 0.9291 | 257.09 | |
| -0.0844 | -6.81 |
Estimation Period:
Feb 5, 2010 to Feb 11, 2026
Feb 5, 2010 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
Other Johnson Chemical Pharmaceuti Analyses
Other GJR-GARCH Analyses on International Equities