Johnson Controls Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 15.35 | |
| 0.0457 | 30.03 | |
| 0.9438 | 508.50 |
Estimation Period:
Jan 2, 1990 to Sep 2, 2016
Jan 2, 1990 to Sep 2, 2016
News Impact Curve
Volatility Forecasts
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