Johnson Controls Intl Plc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:802.92% (-58.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6,341.3050 | 12.01 | |
| 0.0545 | 56.86 | |
| 0.9990 | 10,741.94 | |
| 2.0009 | 285,843.00 |
Estimation Period:
Jan 22, 2018 to Feb 13, 2026
Jan 22, 2018 to Feb 13, 2026
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