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

Skip to main content

V-Lab

Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:19.21% (-0.74%)

Analysis last updated: Thursday, November 13, 2025 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2528	11.38
$α$	0.0900	7.61
$β$	0.8534	47.33
$γ_{1}$	0.0105	1.53
$γ_{2}$	-0.0339	-3.08
$γ_{3}$	0.0464	5.09
$γ_{4}$	-0.0233	-2.69
$γ_{5}$	-0.0046	-0.73

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts