V-Lab: Johnson & Johnson GJR-GARCH Volatility Analysis

V-Lab

Johnson & Johnson GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:27.59% (-0.94%)

Analysis last updated: Friday, May 16, 2025 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0241	19.35
$α$	0.0442	18.45
$β$	0.9101	463.60
$γ$	0.0725	12.40

Estimation Period:
Jan 2, 1990 to May 16, 2025

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Volatility Forecasts