Skip to main content
V-Lab

SJM Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.66% (-3.13%)
Analysis last updated: Friday, February 6, 2026 at 09:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SJM Holdings Co Ltd S0GARCH
paramt-stat
ω1.23717.10
α0.21956.64
β0.601713.19
γ1-0.1303-2.07
γ20.09951.02
γ30.07160.99
γ40.01810.24
γ5-0.1858-1.87
γ60.22902.31
γ7-0.2167-2.64
γ80.41234.38
γ9-0.6172-5.56
γ100.43645.16
Estimation Period:
Feb 12, 1997 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts