Johnson & Johnson GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.80%
decreased by 0.27%
1 Week
17.96%
decreased by 0.11%
1 Month
18.58%
increased by 0.51%
Analysis last updated: Friday, May 22, 2026 at 10:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 19.71 | |
| 0.0416 | 18.57 | |
| 0.9110 | 473.98 | |
| 0.0747 | 13.11 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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