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

V-Lab

Johnson & Johnson Asy. MEM Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:36.56% (-1.13%)

Analysis last updated: Thursday, April 17, 2025 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0259	29.43
$α$	0.1350	42.22
$β$	0.8099	327.89
$γ$	0.0919	15.66

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts