Johnson & Johnson MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:2.97% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.9499 | 9,498,930.00 | |
| 0.0030 | 29,550.00 | |
| 0.0943 | 943,040.00 | |
| 1.0189 | 31.48 | |
| 0.3093 | 26.75 | |
| 0.0000 | 0.00 | 
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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