V-Lab: Johnson & Johnson MF2-GARCH Volatility Analysis

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V-Lab

Johnson & Johnson MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:4.82% (-8.49%)

Analysis last updated: Friday, December 20, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9999900.00
$β$	0.0024	24320.00
$γ$	-0.0048	-48440.00
$λ_{1}$	1.0257	33.10
$λ_{2}$	0.2884	26.81
$λ_{3}$	0.0087	0.23

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

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Volatility Forecasts

Volatility Forecasts