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, May 13th, 2026
1 Day
21.24%
increased by 17.19%
1 Week
1,316,479,742.34%
increased by 1,316,479,738.29%
1 Month
236,916,694,219,719,380,000,000,000,000,000,000,000,000.00%
increased by 236,916,694,219,719,380,000,000,000,000,000,000,000,000.00%
Analysis last updated: Tuesday, May 12, 2026 at 09:46 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 | |
| 0.0003 | 2,930.00 | |
| -0.0006 | -5,650.00 | |
| 0.5649 | 139.59 | |
| 0.0824 | 104.94 | |
| 0.5308 | 110.66 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
Other Johnson & Johnson Analyses
Other MF2-GARCH Analyses on Equities