Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
19.05%
unchanged at 0.00%
1 Week
19.26%
increased by 0.21%
1 Month
19.84%
increased by 0.79%
Analysis last updated: Friday, May 22, 2026 at 10:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2429 | 11.37 | |
| 0.0889 | 7.63 | |
| 0.8546 | 48.06 | |
| 0.0089 | 1.34 | |
| -0.0313 | -2.92 | |
| 0.0457 | 4.97 | |
| -0.0252 | -2.80 | |
| -0.0023 | -0.36 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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