V-Lab: Johnson Controls International plc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Johnson Controls International plc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:19.98% (-0.27%)

Analysis last updated: Thursday, April 18, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0507	12.53
$α$	0.0082	5.42
$β$	0.9422	551.64
$γ$	0.0713	19.68

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

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