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

V-Lab

| |

V-Lab

Johnson & Johnson GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:20.68% (-0.53%)

Analysis last updated: Tuesday, February 4, 2025 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0241	19.21
$α$	0.0449	18.35
$β$	0.9082	448.92
$γ$	0.0747	12.48

Estimation Period:
Jan 2, 1990 to Jan 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts