V-Lab
V-Lab
Illinois Tool Works Inc Asy. MEM Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:20.71% (-0.91%)

Analysis last updated: Friday, May 3, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Illinois Tool Works Inc AMEM
paramt-stat
ω0.057026.25
α0.100333.52
β0.8435355.01
γ0.071113.02
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts