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

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V-Lab

Johnson & Johnson GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:18.55% (-0.62%)

Analysis last updated: Friday, December 20, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0242	19.24
$α$	0.0451	18.33
$β$	0.9080	446.40
$γ$	0.0744	12.42

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

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