SJM Co Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.75% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1224 | 9.82 | |
| 0.1096 | 15.68 | |
| 0.8721 | 100.12 |
Estimation Period:
May 31, 2010 to Jan 30, 2026
May 31, 2010 to Jan 30, 2026
News Impact Curve
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