V-Lab: Illinois Tool Works Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Illinois Tool Works Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:15.00% (-0.45%)

Analysis last updated: Tuesday, April 23, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7638	5.16
$α$	0.0590	29.14
$β$	0.9896	477.85
$ν$	6	6.73

Estimation Period:
Jan 2, 1990 to Apr 19, 2024