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Johnson & Johnson GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:13.61% (-0.37%)
Analysis last updated: Saturday, October 11, 2025 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Johnson & Johnson GJR-GARCH
paramt-stat
ω0.024719.41
α0.042218.56
β0.9104468.32
γ0.074712.98
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts