Johnson & Johnson GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:12.66% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2216 | 4.24 | |
| 0.0806 | 38.87 | |
| 0.9917 | 489.26 | |
| 5.8146 | 9.66 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
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