Johnson & Johnson GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
19.87%
decreased by 0.78%
1 Week
19.98%
decreased by 0.67%
1 Month
20.40%
decreased by 0.25%
Analysis last updated: Wednesday, April 22, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 19.73 | |
| 0.0417 | 18.57 | |
| 0.9108 | 472.42 | |
| 0.0746 | 13.08 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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