Johnson Controls International plc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.09% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 8.15 | |
| 0.0706 | 19.78 | |
| 0.9866 | 1,054.04 | |
| -0.0559 | -22.77 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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