Illinois Tool Works Inc AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
18.32%
decreased by 0.42%
1 Week
18.62%
decreased by 0.12%
1 Month
19.65%
increased by 0.91%
Analysis last updated: Tuesday, June 9, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 5.95 | |
| 0.0538 | 39.37 | |
| 0.9302 | 583.92 | |
| 0.7438 | 24.23 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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