Skip to main content
V-Lab
V-Lab
Johnson & Johnson GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:14.67% (-0.42%)
Analysis last updated: Saturday, November 22, 2025 at 12:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Johnson & Johnson GJR-GARCH
paramt-stat
ω0.024719.44
α0.041818.49
β0.9105469.83
γ0.075413.14
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts