Johnson & Johnson EGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:14.16% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 12.60 | |
| 0.1615 | 46.99 | |
| 0.9773 | 1,115.69 | |
| -0.0592 | -18.58 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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