Johnson & Johnson GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
18.51%
decreased by 0.74%
1 Week
18.60%
decreased by 0.65%
1 Month
18.95%
decreased by 0.30%
Analysis last updated: Friday, May 8, 2026 at 10:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1930 | 4.26 | |
| 0.0793 | 38.23 | |
| 0.9917 | 486.35 | |
| 5.8312 | 9.44 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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