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V-Lab

Johnson & Johnson MEM Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

26.69%

decreased by 2.06%

1 Week

26.64%

decreased by 2.11%

1 Month

26.48%

decreased by 2.27%

Analysis last updated: Friday, July 17, 2026 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Johnson & Johnson MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 60 trading days, meaning a shock loses half its impact after approximately 60 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0277
9.59***
α

ARCH

Response to squared shocks

0.1927
51.94***
β

GARCH

Volatility persistence

0.7958
292.35***

Persistence:

0.989

Half-life:

60 days