Johnson Controls Intl Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.49% (+2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5273 | 3.21 | |
| 0.0366 | 1.53 | |
| 0.7707 | 5.91 | |
| 3.6909 | 2.04 | |
| -7.5840 | -2.84 | |
| 9.0383 | 3.92 | |
| -9.2271 | -4.30 | |
| 6.1393 | 2.66 | |
| -3.7112 | -1.34 | |
| 3.8650 | 1.27 | |
| -3.8114 | -1.25 | |
| 2.0676 | 0.91 |
Estimation Period:
Jan 22, 2018 to Feb 6, 2026
Jan 22, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Johnson Controls Intl Plc Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities