SJM Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.58% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9700 | 5.43 | |
| 0.1543 | 5.75 | |
| 0.7009 | 16.39 | |
| -0.1229 | -1.11 | |
| 0.0643 | 0.38 | |
| 0.1890 | 1.70 | |
| -0.0494 | -0.44 | |
| -0.3245 | -2.61 | |
| 0.3664 | 4.04 |
Estimation Period:
May 31, 2010 to Feb 13, 2026
May 31, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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