Johnson & Johnson EGARCH Volatility Analysis
Volatility prediction for Thursday, May 7th, 2026
1 Day
20.76%
decreased by 0.61%
1 Week
20.87%
decreased by 0.50%
1 Month
21.24%
decreased by 0.13%
Analysis last updated: Wednesday, May 6, 2026 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 12.73 | |
| 0.1613 | 47.16 | |
| 0.9772 | 1,115.53 | |
| -0.0590 | -18.82 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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