Johnson & Johnson GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:15.56% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 19.61 | |
| 0.0419 | 18.51 | |
| 0.9103 | 469.00 | |
| 0.0754 | 13.14 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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