SJM Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.98% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2198 | 7.11 | |
| 0.2177 | 6.58 | |
| 0.6027 | 12.94 | |
| -0.1444 | -2.33 | |
| 0.1226 | 1.27 | |
| 0.0555 | 0.77 | |
| 0.0318 | 0.43 | |
| -0.1986 | -2.03 | |
| 0.2385 | 2.44 | |
| -0.2157 | -2.71 | |
| 0.3947 | 4.41 | |
| -0.5770 | -4.64 | |
| 0.3359 | 1.46 |
Estimation Period:
Feb 12, 1997 to Feb 20, 2026
Feb 12, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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