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

V-Lab

Johnson & Johnson MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:3.78% (-1.08%)

Analysis last updated: Friday, June 27, 2025 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.8878	8,878,460.00
$β$	0.0034	34,010.00
$γ$	0.2175	2,175,070.00
$λ_{1}$	1.0409	43.86
$λ_{2}$	0.2931	41.36
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts