V-Lab: Johnson & Johnson GAS-GARCH Student T Volatility Analysis

V-Lab

Johnson & Johnson GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:14.77% (-0.76%)

Analysis last updated: Friday, June 27, 2025 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2519	4.27
$α$	0.0808	39.56
$β$	0.9919	505.05
$ν$	5.8674	9.72

Estimation Period:
Jan 2, 1990 to Jun 27, 2025