SJM Co Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.91% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1223 | 9.82 | |
| 0.1095 | 15.68 | |
| 0.8723 | 100.27 |
Estimation Period:
May 31, 2010 to Feb 6, 2026
May 31, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities