Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:18.59% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2591 | 11.47 | |
| 0.0899 | 7.65 | |
| 0.8535 | 47.62 | |
| 0.0104 | 1.53 | |
| -0.0336 | -3.08 | |
| 0.0464 | 5.08 | |
| -0.0239 | -2.72 | |
| -0.0041 | -0.65 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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