SJM Holdings Co Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.89% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1220 | 15.05 | |
| 0.1454 | 26.41 | |
| 0.8546 | 184.83 |
Estimation Period:
Feb 12, 1997 to Feb 13, 2026
Feb 12, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other SJM Holdings Co Ltd Analyses
Other GARCH Analyses on International Equities