Johnson Controls International plc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.16% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 8.18 | |
| 0.0708 | 19.76 | |
| 0.9866 | 1,055.15 | |
| -0.0558 | -22.70 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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