Johnson & Johnson GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 7th, 2026
1 Day
19.30%
decreased by 1.00%
1 Week
19.38%
decreased by 0.92%
1 Month
19.67%
decreased by 0.63%
Analysis last updated: Wednesday, May 6, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2019 | 4.25 | |
| 0.0793 | 38.33 | |
| 0.9917 | 487.56 | |
| 5.8274 | 9.47 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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