Illinois Tool Works Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.97% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 22.65 | |
| 0.0627 | 36.59 | |
| 0.9202 | 470.20 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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