Illinois Tool Works Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.74% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 18.72 | |
| 0.0165 | 10.48 | |
| 0.9401 | 568.71 | |
| 0.0660 | 19.57 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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