Illinois Tool Works Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.78% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0258 | 11.99 | |
| 0.8715 | 178.92 | |
| 0.0861 | 24.63 | |
| 0.0082 | 3.76 | |
| 0.0240 | 4.45 | |
| 0.9727 | 154.37 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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