Johnson & Johnson GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
14.54%
decreased by 0.48%
1 Week
14.73%
decreased by 0.29%
1 Month
15.44%
increased by 0.42%
Analysis last updated: Thursday, April 2, 2026 at 10:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1868 | 4.25 | |
| 0.0793 | 38.33 | |
| 0.9916 | 483.73 | |
| 5.8021 | 9.50 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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