Johnson & Johnson EGARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
17.11%
increased by 1.25%
1 Week
17.34%
increased by 1.48%
1 Month
18.21%
increased by 2.35%
Analysis last updated: Friday, April 10, 2026 at 10:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 12.74 | |
| 0.1614 | 47.15 | |
| 0.9772 | 1,115.51 | |
| -0.0590 | -18.81 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
Other Johnson & Johnson Analyses
Other EGARCH Analyses on Equities