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Johnson Chemical Pharmaceuti Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.51% (-1.16%)
Analysis last updated: Saturday, February 14, 2026 at 01:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Johnson Chemical Pharmaceuti S0GARCH
paramt-stat
ω0.00005.00
α0.15125.42
β0.829024.86
γ1-12.5305-8.48
γ215.15526.04
γ3-3.9414-2.44
γ42.06871.77
γ5-0.9147-0.98
γ60.00180.00
γ70.52950.89
γ8-0.1807-0.33
γ9-0.7736-1.61
γ100.81722.14
Estimation Period:
Feb 5, 2010 to Feb 11, 2026
Impact of return on volatility tomorrow
Volatility Forecasts