V-Lab: Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:18.23% (-0.54%)

Analysis last updated: Friday, December 20, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2717	11.21
$α$	0.0891	7.47
$β$	0.8575	47.64
$γ_{1}$	0.0134	1.81
$γ_{2}$	-0.0390	-3.32
$γ_{3}$	0.0484	5.34
$γ_{4}$	-0.0221	-2.80
$γ_{5}$	-0.0059	-1.07

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

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Volatility Forecasts

Volatility Forecasts