Illinois Tool Works Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.78% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0170 | 8.80 | |
| 0.0980 | 29.66 | |
| 0.9865 | 1,271.23 | |
| -0.0602 | -24.04 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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