Johnson & Johnson EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.98% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 12.78 | |
| 0.1620 | 47.13 | |
| 0.9771 | 1,111.61 | |
| -0.0592 | -18.72 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Johnson & Johnson Analyses
Other EGARCH Analyses on Equities