Illinois Tool Works Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.76% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0267 | 12.23 | |
| 0.8708 | 176.93 | |
| 0.0852 | 24.24 | |
| 0.0083 | 3.77 | |
| 0.0243 | 4.43 | |
| 0.9723 | 151.76 |
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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