V-Lab: SJM Holdings Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

SJM Holdings Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:28.02% (-1.15%)

Analysis last updated: Saturday, April 27, 2024 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	47.5067	7.03
$α$	0.0956	109.49
$β$	0.9990	7291.97
$ν$	4	117.23

Estimation Period:
Feb 12, 1997 to Apr 26, 2024