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

V-Lab

Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:22.33% (+0.22%)

Analysis last updated: Friday, August 1, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2604	11.41
$α$	0.0900	7.62
$β$	0.8539	47.72
$γ_{1}$	0.0114	1.62
$γ_{2}$	-0.0353	-3.15
$γ_{3}$	0.0462	5.09
$γ_{4}$	-0.0211	-2.48
$γ_{5}$	-0.0071	-1.14

Estimation Period:
Jan 2, 1990 to Aug 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts