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

V-Lab

Johnson & Johnson MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:4.39% (-4.36%)

Analysis last updated: Wednesday, April 16, 2025 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.9798	9,797,700.00
$β$	0.0049	48,520.00
$γ$	0.0308	307,550.00
$λ_{1}$	1.0947	61.03
$λ_{2}$	0.2580	71.82
$λ_{3}$	0.0041	0.28

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts