Johnson & Johnson MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
9.48%
increased by 1.46%
1 Week
13.11%
increased by 5.09%
1 Month
61.71%
increased by 53.69%
Analysis last updated: Tuesday, June 9, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0035 | 34,700.00 | |
| -0.0069 | -69,210.00 | |
| 1.0045 | 40.08 | |
| 0.3047 | 27.53 | |
| 0.0126 | 0.34 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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