V-Lab: Johnson & Johnson GJR-GARCH Volatility Analysis

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V-Lab

Johnson & Johnson GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:16.22% (-0.47%)

Analysis last updated: Tuesday, March 11, 2025 at 02:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0241	19.22
$α$	0.0448	18.37
$β$	0.9084	450.13
$γ$	0.0744	12.46

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

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Volatility Forecasts