SJM Holdings Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:29.74% (+2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0985 | 14.47 | |
| 0.2907 | 33.72 | |
| 0.9597 | 338.52 | |
| -0.0006 | -0.06 |
Estimation Period:
Feb 12, 1997 to Feb 13, 2026
Feb 12, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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