V-Lab: JM Smucker Co/The GAS-GARCH Student T Volatility Analysis

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V-Lab

JM Smucker Co/The GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:27.79% (-0.89%)

Analysis last updated: Wednesday, April 24, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6311	4.32
$α$	0.0534	33.12
$β$	0.9900	442.58
$ν$	4	12.23

Estimation Period:
Jan 2, 1990 to Apr 19, 2024