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

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Johnson & Johnson MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:2.92% (-8.85%)

Analysis last updated: Saturday, October 11, 2025 at 12:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.9101	9,100,910.00
$β$	0.0021	20,850.00
$γ$	0.1756	1,756,480.00
$λ_{1}$	1.0322	33.04
$λ_{2}$	0.2996	27.42
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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