Johnson Controls International plc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.92% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0024 | 1.42 | |
| 0.9118 | 199.39 | |
| 0.0787 | 23.00 | |
| 0.0233 | 2.46 | |
| 0.0222 | 2.36 | |
| 0.9707 | 78.90 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equities