Johnson Controls Intl Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.11% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2262 | 8.73 | |
| 0.0250 | 5.98 | |
| 0.8994 | 113.45 | |
| 0.0374 | 3.64 |
Estimation Period:
Sep 6, 2016 to Feb 6, 2026
Sep 6, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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