Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:15.60% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2533 | 11.38 | |
| 0.0903 | 7.62 | |
| 0.8530 | 47.22 | |
| 0.0106 | 1.54 | |
| -0.0341 | -3.09 | |
| 0.0464 | 5.10 | |
| -0.0231 | -2.67 | |
| -0.0048 | -0.77 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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