V-Lab
V-Lab
Johnson & Johnson AGARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:25.98% (-1.15%)
Analysis last updated: Friday, May 16, 2025 at 11:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Johnson & Johnson AGARCH
paramt-stat
ω0.017311.93
α0.079443.45
β0.9082447.83
γ0.352615.68
Estimation Period:
Jan 2, 1990 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts