Johnson & Johnson EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.04% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 12.73 | |
| 0.1620 | 47.13 | |
| 0.9771 | 1,110.33 | |
| -0.0594 | -18.68 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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