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

V-Lab

Johnson & Johnson Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:16.55% (+0.27%)

Analysis last updated: Friday, July 11, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0295	31.63
$α$	0.2007	73.34
$β$	0.7915	275.21
$γ$	0.1352	29.46
$δ$	0.8825	22.59

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts