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

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V-Lab

Johnson & Johnson MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 10th, 2025:6.38% (-1.74%)

Analysis last updated: Friday, March 7, 2025 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9999900.00
$β$	0.0035	34700.00
$γ$	-0.0069	-69210.00
$λ_{1}$	1.0518	34.94
$λ_{2}$	0.2692	28.56
$λ_{3}$	0.0123	0.35

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

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