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V-Lab

SJM Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.86% (+4.88%)
Analysis last updated: Friday, February 20, 2026 at 09:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SJM Holdings Co Ltd SGARCH
paramt-stat
ω1.22097.13
α0.21846.59
β0.601112.86
γ1-0.1443-2.33
γ20.12251.27
γ30.05550.77
γ40.03160.42
γ5-0.1982-2.03
γ60.23812.44
γ7-0.2153-2.71
γ80.39394.40
γ9-0.5751-4.62
γ100.33051.43
Estimation Period:
Feb 12, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts