Johnson & Johnson GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
15.00%
decreased by 0.29%
1 Week
15.26%
decreased by 0.03%
1 Month
16.20%
increased by 0.91%
Analysis last updated: Thursday, April 2, 2026 at 10:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 19.73 | |
| 0.0418 | 18.57 | |
| 0.9107 | 471.89 | |
| 0.0747 | 13.08 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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