Johnson Controls Intl Plc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.19% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0780 | 8.30 | |
| 0.1162 | 14.03 | |
| 0.9484 | 160.40 | |
| -0.0248 | -3.66 |
Estimation Period:
Sep 6, 2016 to Feb 6, 2026
Sep 6, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Johnson Controls Intl Plc Analyses
Other EGARCH Analyses on International Equities