Johnson & Johnson MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.26% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 9.61 | |
| 0.1949 | 51.86 | |
| 0.7933 | 287.75 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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