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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2362	11.23***
α ARCH Response to squared shocks	0.0885	7.73***
β GARCH Volatility persistence	0.8565	49.46***

γ₁	0.0080	1.22
γ₂	-0.0298	-2.78***
γ₃	0.0450	4.83***
γ₄	-0.0255	-2.75***
γ₅	-0.0020	-0.30

V-Lab

Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Johnson & Johnson Analyses