Johnson & Johnson GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:15.17% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2284 | 4.23 | |
| 0.0804 | 38.92 | |
| 0.9918 | 491.71 | |
| 5.8196 | 9.65 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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