V-Lab
V-Lab
JM Smucker Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:27.33% (+2.00%)

Analysis last updated: Friday, April 19, 2024 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of JM Smucker Co/The GJR-GARCH
paramt-stat
ω0.105920.11
α0.060818.12
β0.8723251.30
γ0.06177.72
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts