V-Lab
V-Lab
Johnson & Johnson MEM Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:20.52% (+5.56%)
Analysis last updated: Tuesday, July 1, 2025 at 09:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Johnson & Johnson MEM
paramt-stat
ω0.02829.50
α0.197751.55
β0.7907281.09
Estimation Period:
Jan 2, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts