Johnson & Johnson GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:16.45% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 19.74 | |
| 0.0418 | 18.57 | |
| 0.9106 | 471.08 | |
| 0.0749 | 13.10 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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