Johnson & Johnson Asy. MEM Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
17.16%
decreased by 0.55%
1 Week
17.37%
decreased by 0.34%
1 Month
18.17%
increased by 0.46%
Analysis last updated: Thursday, May 21, 2026 at 02:45 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 30.35 | |
| 0.1351 | 43.05 | |
| 0.8099 | 336.74 | |
| 0.0902 | 15.60 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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