V-Lab: Johnson & Johnson EGARCH Volatility Analysis

V-Lab

Johnson & Johnson EGARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:15.23% (-0.65%)

Analysis last updated: Thursday, July 3, 2025 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0173	13.00
$α$	0.1651	47.22
$β$	0.9773	1,113.07
$γ$	-0.0565	-17.41

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts