Johnson Controls Intl Plc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.46% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0345 | 9.62 | |
| 0.8829 | 105.25 | |
| 0.0383 | 5.96 | |
| 0.0163 | 0.10 | |
| 0.0000 | 0.01 | |
| 0.9959 | 26.29 |
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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