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

Skip to main content

V-Lab

Johnson & Johnson MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 21st, 2025:7.28% (-14.15%)

Analysis last updated: Thursday, November 20, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.9834	9,834,280.00
$β$	0.0026	25,870.00
$γ$	0.0280	279,710.00
$λ_{1}$	1.0251	32.15
$λ_{2}$	0.3045	26.94
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts