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

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Johnson & Johnson MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 31st, 2025:2.97% (-2.73%)

Analysis last updated: Thursday, October 30, 2025 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.9499	9,498,930.00
$β$	0.0030	29,550.00
$γ$	0.0943	943,040.00
$λ_{1}$	1.0189	31.48
$λ_{2}$	0.3093	26.75
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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