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

V-Lab

Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:23.97% (-1.08%)

Analysis last updated: Friday, July 25, 2025 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2562	11.35
$α$	0.0897	7.63
$β$	0.8544	47.89
$γ_{1}$	0.0113	1.61
$γ_{2}$	-0.0352	-3.13
$γ_{3}$	0.0462	5.08
$γ_{4}$	-0.0210	-2.47
$γ_{5}$	-0.0072	-1.16

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts