Johnson & Johnson MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, March 31st, 2026
1 Day
5.32%
decreased by 4.13%
1 Week
7.80%
decreased by 1.65%
1 Month
37.36%
increased by 27.91%
Analysis last updated: Monday, March 30, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0050 | 49,530.00 | |
| -0.0099 | -98,870.00 | |
| 0.9940 | 30.57 | |
| 0.3066 | 29.58 | |
| 0.0181 | 0.51 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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