Illinois Tool Works Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.47% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7056 | 5.42 | |
| 0.0597 | 28.91 | |
| 0.9886 | 454.96 | |
| 5.6656 | 6.87 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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