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 Monday, July 6th, 2026
1 Day
18.06%
increased by 11.82%
1 Week
21.84%
increased by 15.60%
1 Month
60.81%
increased by 54.57%
Analysis last updated: Thursday, July 2, 2026 at 10:40 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 | |
| 0.0020 | 20,420.00 | |
| -0.0041 | -40,640.00 | |
| 0.9350 | 68.47 | |
| 0.1794 | 42.80 | |
| 0.1859 | 9.23 |
Estimation Period:
Jan 2, 1990 to Jul 2, 2026
Jan 2, 1990 to Jul 2, 2026
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