SJM Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.56% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2355 | 7.07 | |
| 0.2149 | 6.59 | |
| 0.6104 | 13.47 | |
| -0.1313 | -2.09 | |
| 0.1011 | 1.04 | |
| 0.0712 | 0.98 | |
| 0.0167 | 0.22 | |
| -0.1831 | -1.83 | |
| 0.2248 | 2.24 | |
| -0.2091 | -2.53 | |
| 0.4030 | 4.26 | |
| -0.6120 | -5.47 | |
| 0.4356 | 5.08 |
Estimation Period:
Feb 12, 1997 to Feb 20, 2026
Feb 12, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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