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

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V-Lab

Johnson & Johnson GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 19th, 2025:17.07% (-0.13%)

Analysis last updated: Tuesday, February 18, 2025 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0242	19.20
$α$	0.0447	18.32
$β$	0.9082	449.18
$γ$	0.0747	12.51

Estimation Period:
Jan 2, 1990 to Feb 14, 2025

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