Skip to main content
V-Lab

SJM Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.98% (-1.96%)
Analysis last updated: Saturday, February 21, 2026 at 11:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SJM Holdings Co Ltd SGARCH
paramt-stat
ω1.21987.11
α0.21776.58
β0.602712.94
γ1-0.1444-2.33
γ20.12261.27
γ30.05550.77
γ40.03180.43
γ5-0.1986-2.03
γ60.23852.44
γ7-0.2157-2.71
γ80.39474.41
γ9-0.5770-4.64
γ100.33591.46
Estimation Period:
Feb 12, 1997 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts