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 2nd, 2025:17.87% (+0.39%)

Analysis last updated: Saturday, May 31, 2025 at 03:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2713	4.25
$α$	0.0806	39.80
$β$	0.9920	510.83
$ν$	5.8589	9.80

Estimation Period:
Jan 2, 1990 to May 30, 2025