V-Lab
V-Lab
Illinois Tool Works Inc Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:16.42% (-0.65%)

Analysis last updated: Tuesday, April 23, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Illinois Tool Works Inc AMEM
paramt-stat
ω0.057026.20
α0.100733.61
β0.8430353.89
γ0.071313.03
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts