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Johnson Controls Intl Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.49% (+2.00%)
Analysis last updated: Sunday, February 8, 2026 at 03:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Johnson Controls Intl Plc S0GARCH
paramt-stat
ω1.52733.21
α0.03661.53
β0.77075.91
γ13.69092.04
γ2-7.5840-2.84
γ39.03833.92
γ4-9.2271-4.30
γ56.13932.66
γ6-3.7112-1.34
γ73.86501.27
γ8-3.8114-1.25
γ92.06760.91
Estimation Period:
Jan 22, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts