V-Lab: Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis

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Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:16.52% (-0.48%)

Analysis last updated: Saturday, October 11, 2025 at 12:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2529	11.39
$α$	0.0901	7.61
$β$	0.8532	47.28
$γ_{1}$	0.0107	1.55
$γ_{2}$	-0.0342	-3.09
$γ_{3}$	0.0463	5.09
$γ_{4}$	-0.0226	-2.63
$γ_{5}$	-0.0054	-0.86

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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Volatility Forecasts

Volatility Forecasts