Illinois Tool Works Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.04% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0315 | 18.85 | |
| 0.0171 | 10.72 | |
| 0.9397 | 566.08 | |
| 0.0655 | 19.34 |
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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