Illinois Tool Works Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.15%
increased by 0.12%
1 Week
22.24%
increased by 0.21%
1 Month
22.59%
increased by 0.56%
Analysis last updated: Saturday, June 13, 2026 at 12:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6865 | 5.50 | |
| 0.0594 | 28.84 | |
| 0.9885 | 456.38 | |
| 5.6903 | 6.81 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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