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, November 24th, 2025:17.93% (-0.59%)

Analysis last updated: Saturday, November 22, 2025 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2514	11.38
$α$	0.0898	7.61
$β$	0.8536	47.43
$γ_{1}$	0.0103	1.51
$γ_{2}$	-0.0337	-3.06
$γ_{3}$	0.0463	5.08
$γ_{4}$	-0.0233	-2.68
$γ_{5}$	-0.0046	-0.73

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

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Volatility Forecasts

Volatility Forecasts