Johnson & Johnson GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
20.94%
increased by 2.72%
1 Week
20.99%
increased by 2.77%
1 Month
21.16%
increased by 2.94%
Analysis last updated: Friday, May 29, 2026 at 10:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2027 | 4.25 | |
| 0.0791 | 38.38 | |
| 0.9917 | 490.47 | |
| 5.8321 | 9.48 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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