Smithfield Foods Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
26.90%
increased by 1.05%
1 Week
26.92%
increased by 1.07%
1 Month
26.96%
increased by 1.11%
Analysis last updated: Monday, June 8, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0886 | 4.23 | |
| 0.0104 | 1.59 | |
| 0.9372 | 76.30 | |
| 0.0443 | 2.37 |
Estimation Period:
Jan 28, 2025 to Jun 5, 2026
Jan 28, 2025 to Jun 5, 2026
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