Kenvue Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
22.32%
decreased by 0.33%
1 Week
22.96%
increased by 0.31%
1 Month
24.78%
increased by 2.13%
Analysis last updated: Friday, May 22, 2026 at 10:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1536 | 3.04 | |
| 0.0000 | 0.00 | |
| 0.8958 | 46.32 | |
| 0.1148 | 4.65 |
Estimation Period:
May 4, 2023 to May 22, 2026
May 4, 2023 to May 22, 2026
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