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

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V-Lab

Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:15.60% (+0.61%)

Analysis last updated: Friday, October 24, 2025 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2533	11.38
$α$	0.0903	7.62
$β$	0.8530	47.22
$γ_{1}$	0.0106	1.54
$γ_{2}$	-0.0341	-3.09
$γ_{3}$	0.0464	5.10
$γ_{4}$	-0.0231	-2.67
$γ_{5}$	-0.0048	-0.77

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts