V-Lab: Johnson & Johnson GAS-GARCH Student T Volatility Analysis

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V-Lab

Johnson & Johnson GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:18.21% (-0.62%)

Analysis last updated: Tuesday, March 11, 2025 at 02:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2643	4.33
$α$	0.0805	40.13
$β$	0.9921	526.33
$ν$	6	9.76

Estimation Period:
Jan 2, 1990 to Mar 7, 2025