Johnson Controls International plc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.64% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 8.19 | |
| 0.0708 | 19.80 | |
| 0.9866 | 1,056.27 | |
| -0.0557 | -22.71 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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