Johnson & Johnson GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:15.87% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 19.42 | |
| 0.0421 | 18.55 | |
| 0.9105 | 469.35 | |
| 0.0749 | 13.05 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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