Illinois Tool Works Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
18.70%
increased by 1.27%
1 Week
18.90%
increased by 1.47%
1 Month
19.62%
increased by 2.19%
Analysis last updated: Tuesday, June 9, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6805 | 5.50 | |
| 0.0597 | 28.83 | |
| 0.9885 | 454.88 | |
| 5.6851 | 6.82 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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