V-Lab
V-Lab
Johnson Controls International plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:18.78% (-0.14%)

Analysis last updated: Tuesday, April 30, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Johnson Controls International plc GJR-GARCH
paramt-stat
ω0.050812.53
α0.00845.53
β0.9419550.15
γ0.071519.61
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts