Johnson Controls Intl Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.67% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2519 | 9.08 | |
| 0.0000 | 0.00 | |
| 0.9003 | 131.16 | |
| 0.0736 | 6.52 |
Estimation Period:
Jan 22, 2018 to Feb 6, 2026
Jan 22, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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