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

V-Lab

Johnson & Johnson MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:-0.00% (-13.69%)

Analysis last updated: Saturday, May 31, 2025 at 03:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	1.0000	9,999,900.00
$β$	0.0000	120.00
$γ$	-0.0000	-50.00
$λ_{1}$	0.7121	53.06
$λ_{2}$	0.1627	2,169.33
$λ_{3}$	0.3558	238.02

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts