Johnson & Johnson GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.81% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 19.64 | |
| 0.0418 | 18.54 | |
| 0.9104 | 469.75 | |
| 0.0755 | 13.17 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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