Johnson Controls International plc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
29.54%
decreased by 0.38%
1 Week
29.55%
decreased by 0.37%
1 Month
29.59%
decreased by 0.33%
Analysis last updated: Tuesday, June 9, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0522 | 13.49 | |
| 0.0051 | 4.04 | |
| 0.9506 | 578.94 | |
| 0.0592 | 18.91 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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