Johnson & Johnson GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:17.20% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 19.57 | |
| 0.0417 | 18.46 | |
| 0.9103 | 468.74 | |
| 0.0759 | 13.23 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other Johnson & Johnson Analyses
Other GJR-GARCH Analyses on Equities