Eaton Corp PLC GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
50.07%
decreased by 3.15%
1 Week
48.77%
decreased by 4.45%
1 Month
44.51%
decreased by 8.71%
Analysis last updated: Saturday, June 13, 2026 at 12:00 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1400 | 22.26 | |
| 0.0474 | 11.27 | |
| 0.8689 | 276.64 | |
| 0.0857 | 11.06 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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