Illinois Tool Works Inc MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
18.35%
increased by 0.20%
1 Week
18.97%
increased by 0.82%
1 Month
20.56%
increased by 2.41%
Analysis last updated: Tuesday, June 9, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0258 | 12.08 | |
| 0.8720 | 179.86 | |
| 0.0854 | 24.65 | |
| 0.0081 | 3.80 | |
| 0.0238 | 4.49 | |
| 0.9729 | 157.33 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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