Johnson & Johnson EGARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:14.77% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 12.61 | |
| 0.1619 | 46.98 | |
| 0.9774 | 1,114.46 | |
| -0.0587 | -18.37 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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