Johnson Controls International plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.07% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0524 | 13.47 | |
| 0.0053 | 4.13 | |
| 0.9504 | 573.92 | |
| 0.0590 | 18.74 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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