Johnson Controls International plc MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
29.62%
decreased by 0.53%
1 Week
29.79%
decreased by 0.36%
1 Month
30.32%
increased by 0.17%
Analysis last updated: Tuesday, June 9, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0020 | 1.19 | |
| 0.9123 | 202.64 | |
| 0.0788 | 23.31 | |
| 0.0233 | 2.45 | |
| 0.0223 | 2.36 | |
| 0.9707 | 78.81 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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