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, December 15th, 2025:21.53% (-0.80%)

Analysis last updated: Saturday, December 13, 2025 at 01:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2504	11.38
$α$	0.0898	7.62
$β$	0.8536	47.49
$γ_{1}$	0.0102	1.49
$γ_{2}$	-0.0334	-3.05
$γ_{3}$	0.0461	5.06
$γ_{4}$	-0.0233	-2.68
$γ_{5}$	-0.0046	-0.73

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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Volatility Forecasts

Volatility Forecasts