Johnson & Johnson Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
20.86%
decreased by 1.01%
1 Week
20.88%
decreased by 0.99%
1 Month
20.92%
decreased by 0.95%
Analysis last updated: Monday, June 8, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2420 | 11.35 | |
| 0.0888 | 7.64 | |
| 0.8549 | 48.25 | |
| 0.0088 | 1.32 | |
| -0.0311 | -2.90 | |
| 0.0456 | 4.95 | |
| -0.0252 | -2.79 | |
| -0.0023 | -0.36 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other Johnson & Johnson Analyses
Other Zero Slope Spline-GARCH Analyses on Equities