Johnson & Johnson AGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:11.12% (-0.35%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0170 | 11.25 | |
0.0787 | 43.65 | |
0.9081 | 452.24 | |
0.3786 | 16.90 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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