V-Lab: Johnson Controls International plc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Johnson Controls International plc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:16.86% (-0.68%)

Analysis last updated: Friday, April 19, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7225	5.43
$α$	0.0700	31.25
$β$	0.9863	366.64
$ν$	5	7.96

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