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 Tuesday, April 21st, 2026
1 Day
5.07%
decreased by 0.83%
1 Week
7.80%
increased by 1.90%
1 Month
43.93%
increased by 38.03%
Analysis last updated: Monday, April 20, 2026 at 09:46 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 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.9955 | 9,955,410.00 | |
| 0.3236 | 3,235,500.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
Other Johnson & Johnson Analyses
Other MF2-GARCH Analyses on Equities