Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
20.77%
decreased by 1.02%
1 Week
20.78%
decreased by 1.01%
1 Month
20.82%
decreased by 0.97%
Analysis last updated: Tuesday, June 16, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2413 | 11.39 | |
| 0.0886 | 7.62 | |
| 0.8547 | 48.06 | |
| 0.0088 | 1.34 | |
| -0.0312 | -2.91 | |
| 0.0457 | 4.97 | |
| -0.0254 | -2.81 | |
| -0.0022 | -0.34 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other Johnson & Johnson Analyses
Other Zero Slope Spline-GARCH Analyses on Equities