SJM Holdings Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.30% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1694 | 21.35 | |
| 0.2024 | 26.91 | |
| 0.8061 | 143.59 | |
| 0.1361 | 1.51 |
Estimation Period:
Feb 12, 1997 to Jan 30, 2026
Feb 12, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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