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

V-Lab

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V-Lab

Johnson & Johnson GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:17.97% (-0.56%)

Analysis last updated: Friday, December 20, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2666	4.32
$α$	0.0808	40.06
$β$	0.9921	524.38
$ν$	6	9.77

Estimation Period:
Jan 2, 1990 to Dec 20, 2024