SJM Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.40% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1255 | 10.28 | |
| 0.1012 | 9.39 | |
| 0.8682 | 98.85 | |
| 0.0250 | 1.53 |
Estimation Period:
May 31, 2010 to Feb 20, 2026
May 31, 2010 to Feb 20, 2026
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