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

V-Lab

Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:17.00% (-0.53%)

Analysis last updated: Thursday, July 3, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2590	11.31
$α$	0.0902	7.59
$β$	0.8542	47.54
$γ_{1}$	0.0116	1.64
$γ_{2}$	-0.0358	-3.17
$γ_{3}$	0.0469	5.17
$γ_{4}$	-0.0222	-2.65
$γ_{5}$	-0.0059	-0.98

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts