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

V-Lab

Johnson & Johnson Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:24.73% (-0.33%)

Analysis last updated: Wednesday, April 23, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2720	11.33
$α$	0.0904	7.76
$β$	0.8547	49.13
$γ_{1}$	0.0129	1.80
$γ_{2}$	-0.0378	-3.32
$γ_{3}$	0.0470	5.31
$γ_{4}$	-0.0195	-2.01
$γ_{5}$	-0.0122	-0.51

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts