Illinois Tool Works Inc AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.71% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 5.72 | |
| 0.0539 | 39.39 | |
| 0.9303 | 585.85 | |
| 0.7470 | 24.16 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equities