Johnson & Johnson GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:16.67% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2095 | 4.24 | |
| 0.0795 | 38.56 | |
| 0.9917 | 487.57 | |
| 5.8118 | 9.54 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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