SJM Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.66% (-3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2371 | 7.10 | |
| 0.2195 | 6.64 | |
| 0.6017 | 13.19 | |
| -0.1303 | -2.07 | |
| 0.0995 | 1.02 | |
| 0.0716 | 0.99 | |
| 0.0181 | 0.24 | |
| -0.1858 | -1.87 | |
| 0.2290 | 2.31 | |
| -0.2167 | -2.64 | |
| 0.4123 | 4.38 | |
| -0.6172 | -5.56 | |
| 0.4364 | 5.16 |
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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