Illinois Tool Works Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.61% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6972 | 5.43 | |
| 0.0597 | 28.89 | |
| 0.9886 | 453.89 | |
| 5.6586 | 6.88 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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