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

V-Lab

Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:16.08% (-0.41%)

Analysis last updated: Wednesday, August 27, 2025 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2554	11.41
$α$	0.0901	7.60
$β$	0.8531	47.29
$γ_{1}$	0.0111	1.60
$γ_{2}$	-0.0349	-3.13
$γ_{3}$	0.0462	5.11
$γ_{4}$	-0.0216	-2.54
$γ_{5}$	-0.0065	-1.04

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts