Illinois Tool Works Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.42% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 8.73 | |
| 0.0975 | 29.69 | |
| 0.9865 | 1,268.03 | |
| -0.0604 | -24.27 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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