V-Lab: Johnson & Johnson Asy. MEM Volatility Analysis

V-Lab

Johnson & Johnson Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:16.10% (-0.08%)

Analysis last updated: Monday, July 14, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0266	30.04
$α$	0.1362	42.51
$β$	0.8081	329.17
$γ$	0.0916	15.63

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts