V-Lab: Johnson Controls International plc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Johnson Controls International plc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:20.65% (-0.78%)

Analysis last updated: Thursday, May 2, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7197	5.44
$α$	0.0699	31.24
$β$	0.9863	367.33
$ν$	5	7.94

Estimation Period:
Jan 2, 1990 to Apr 26, 2024