Illinois Tool Works Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
20.87%
decreased by 0.30%
1 Week
21.02%
decreased by 0.15%
1 Month
21.60%
increased by 0.43%
Analysis last updated: Tuesday, June 16, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0312 | 18.75 | |
| 0.0163 | 10.45 | |
| 0.9404 | 571.67 | |
| 0.0656 | 19.61 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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