Johnson Controls International plc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.21% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0524 | 13.46 | |
| 0.0052 | 4.06 | |
| 0.9504 | 574.63 | |
| 0.0592 | 18.80 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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