Johnson & Johnson APARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
16.89%
increased by 1.24%
1 Week
17.16%
increased by 1.51%
1 Month
18.13%
increased by 2.48%
Analysis last updated: Friday, April 10, 2026 at 10:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 27.54 | |
| 0.0860 | 39.45 | |
| 0.9140 | 453.15 | |
| 0.3546 | 19.52 | |
| 1.1628 | 27.60 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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