Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:16.27% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2511 | 11.41 | |
| 0.0898 | 7.62 | |
| 0.8533 | 47.38 | |
| 0.0101 | 1.49 | |
| -0.0333 | -3.05 | |
| 0.0462 | 5.07 | |
| -0.0238 | -2.72 | |
| -0.0041 | -0.65 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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