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 Wednesday, February 5th, 2025:21.20% (-0.03%)

Analysis last updated: Tuesday, February 4, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2895	4.31
$α$	0.0807	40.39
$β$	0.9922	529.46
$ν$	6	9.85

Estimation Period:
Jan 2, 1990 to Jan 31, 2025