Johnson & Johnson AGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:18.88% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 11.15 | |
| 0.0785 | 43.77 | |
| 0.9081 | 453.37 | |
| 0.3875 | 17.54 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other Johnson & Johnson Analyses
Other AGARCH Analyses on Equities