Illinois Tool Works Inc GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
18.45%
increased by 0.78%
1 Week
18.73%
increased by 1.06%
1 Month
19.68%
increased by 2.01%
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 | |
|---|---|---|
| 0.0442 | 22.70 | |
| 0.0625 | 36.70 | |
| 0.9201 | 470.88 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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