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

V-Lab

Johnson & Johnson MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:21.27% (-5.40%)

Analysis last updated: Thursday, May 8, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.7596	7,595,960.00
$β$	0.0000	100.00
$γ$	0.4808	4,807,890.00
$λ_{1}$	1.0607	39.13
$λ_{2}$	0.2822	26.54
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts