Johnson & Johnson GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
23.43%
increased by 2.76%
1 Week
23.44%
increased by 2.77%
1 Month
23.45%
increased by 2.78%
Analysis last updated: Thursday, June 18, 2026 at 11:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2164 | 4.24 | |
| 0.0789 | 38.59 | |
| 0.9918 | 495.67 | |
| 5.8383 | 9.50 |
Estimation Period:
Jan 2, 1990 to Jun 18, 2026
Jan 2, 1990 to Jun 18, 2026
Other Johnson & Johnson Analyses
Other GAS-GARCH Student T Analyses on Equities