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 Friday, December 5th, 2025:16.65% (+1.04%)

Analysis last updated: Thursday, December 4, 2025 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2577	11.43
$α$	0.0899	7.62
$β$	0.8536	47.46
$γ_{1}$	0.0106	1.54
$γ_{2}$	-0.0340	-3.09
$γ_{3}$	0.0464	5.08
$γ_{4}$	-0.0234	-2.69
$γ_{5}$	-0.0045	-0.71

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts