V-Lab
SJM Holdings Co Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:28.49% (-1.72%)
Analysis last updated: Thursday, April 18, 2024 at 10:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1362 | 13.71 | |
| 0.1489 | 24.85 | |
| 0.8511 | 168.80 |
Estimation Period:
Feb 12, 1997 to Apr 12, 2024
Feb 12, 1997 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
Other SJM Holdings Co Ltd Analyses