V-Lab: Johnson & Johnson APARCH Volatility Analysis

V-Lab

Johnson & Johnson APARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:28.95% (-0.10%)

Analysis last updated: Thursday, April 17, 2025 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0264	26.83
$α$	0.0869	38.33
$β$	0.9131	441.74
$γ$	0.3312	17.93
$δ$	1.2102	26.80

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts