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SJM Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.56% (-1.81%)
Analysis last updated: Saturday, February 21, 2026 at 11:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SJM Holdings Co Ltd S0GARCH
paramt-stat
ω1.23557.07
α0.21496.59
β0.610413.47
γ1-0.1313-2.09
γ20.10111.04
γ30.07120.98
γ40.01670.22
γ5-0.1831-1.83
γ60.22482.24
γ7-0.2091-2.53
γ80.40304.26
γ9-0.6120-5.47
γ100.43565.08
Estimation Period:
Feb 12, 1997 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts