Johnson & Johnson EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
20.36%
decreased by 0.95%
1 Week
20.48%
decreased by 0.83%
1 Month
20.91%
decreased by 0.40%
Analysis last updated: Tuesday, June 16, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 12.68 | |
| 0.1607 | 47.13 | |
| 0.9773 | 1,118.18 | |
| -0.0589 | -18.84 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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