Johnson & Johnson Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
18.88%
decreased by 0.81%
1 Week
19.04%
decreased by 0.65%
1 Month
19.48%
decreased by 0.21%
Analysis last updated: Thursday, May 21, 2026 at 02:45 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2547 | 11.49 | |
| 0.0891 | 7.71 | |
| 0.8541 | 48.41 | |
| 0.0098 | 1.50 | |
| -0.0327 | -3.10 | |
| 0.0461 | 5.36 | |
| -0.0244 | -3.04 | |
| -0.0057 | -0.39 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other Johnson & Johnson Analyses
Other Spline-GARCH Analyses on Equities