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

V-Lab

Johnson & Johnson MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:4.36% (-2.04%)

Analysis last updated: Thursday, July 10, 2025 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.9173	9,172,640.00
$β$	0.0058	57,760.00
$γ$	0.1539	1,539,200.00
$λ_{1}$	1.0409	41.15
$λ_{2}$	0.2930	41.27
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

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Volatility Forecasts

Volatility Forecasts