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

Skip to main content

V-Lab

Johnson & Johnson MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:54.34% (+3.04%)

Analysis last updated: Thursday, December 11, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0050	49,530.00
$γ$	-0.0099	-98,870.00
$λ_{1}$	0.9938	30.55
$λ_{2}$	0.3079	27.01
$λ_{3}$	0.0181	0.48

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts