Johnson Controls International plc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
36.11%
decreased by 0.74%
1 Week
35.95%
decreased by 0.90%
1 Month
35.36%
decreased by 1.49%
Analysis last updated: Saturday, June 13, 2026 at 12:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0522 | 13.51 | |
| 0.0054 | 4.20 | |
| 0.9505 | 578.88 | |
| 0.0590 | 18.80 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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