Johnson & Johnson AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
19.74%
decreased by 0.67%
1 Week
19.84%
decreased by 0.57%
1 Month
20.19%
decreased by 0.22%
Analysis last updated: Monday, June 8, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 11.37 | |
| 0.0777 | 43.92 | |
| 0.9089 | 459.25 | |
| 0.3870 | 17.92 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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