Johnson & Johnson GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:15.83% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 19.59 | |
| 0.0417 | 18.51 | |
| 0.9103 | 469.48 | |
| 0.0758 | 13.21 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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