Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:16.96% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2462 | 11.39 | |
| 0.0894 | 7.62 | |
| 0.8538 | 47.63 | |
| 0.0095 | 1.41 | |
| -0.0322 | -2.98 | |
| 0.0459 | 5.02 | |
| -0.0245 | -2.76 | |
| -0.0032 | -0.50 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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