Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.41% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2537 | 11.50 | |
| 0.0895 | 7.60 | |
| 0.8533 | 47.33 | |
| 0.0100 | 1.49 | |
| -0.0330 | -3.05 | |
| 0.0461 | 5.06 | |
| -0.0241 | -2.74 | |
| -0.0037 | -0.59 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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