JM Smucker Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.13% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1008 | 20.95 | |
| 0.0510 | 17.72 | |
| 0.8857 | 270.70 | |
| 0.0572 | 8.54 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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