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

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V-Lab

Johnson & Johnson MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:5.61% (-8.85%)

Analysis last updated: Friday, May 3, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9999900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	1.0920	82.63
$λ_{2}$	0.2604	34.61
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to May 3, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts