Skip to main content
V-Lab
V-Lab
Johnson & Johnson GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:15.03% (-0.50%)
Analysis last updated: Friday, October 31, 2025 at 11:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Johnson & Johnson GJR-GARCH
paramt-stat
ω0.024719.44
α0.042118.54
β0.9104468.56
γ0.075113.07
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts