Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
17.28%
decreased by 0.14%
1 Week
17.72%
increased by 0.30%
1 Month
18.88%
increased by 1.46%
Analysis last updated: Tuesday, March 31, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2453 | 11.38 | |
| 0.0891 | 7.62 | |
| 0.8542 | 47.82 | |
| 0.0093 | 1.39 | |
| -0.0320 | -2.96 | |
| 0.0459 | 5.01 | |
| -0.0247 | -2.77 | |
| -0.0030 | -0.47 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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