Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:18.09% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2565 | 11.47 | |
| 0.0895 | 7.63 | |
| 0.8539 | 47.73 | |
| 0.0099 | 1.47 | |
| -0.0328 | -3.03 | |
| 0.0460 | 5.03 | |
| -0.0244 | -2.75 | |
| -0.0034 | -0.54 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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