Johnson Controls International plc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.21% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 8.15 | |
| 0.0706 | 19.78 | |
| 0.9866 | 1,054.04 | |
| -0.0559 | -22.77 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities