SJM Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.86% (+4.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2209 | 7.13 | |
| 0.2184 | 6.59 | |
| 0.6011 | 12.86 | |
| -0.1443 | -2.33 | |
| 0.1225 | 1.27 | |
| 0.0555 | 0.77 | |
| 0.0316 | 0.42 | |
| -0.1982 | -2.03 | |
| 0.2381 | 2.44 | |
| -0.2153 | -2.71 | |
| 0.3939 | 4.40 | |
| -0.5751 | -4.62 | |
| 0.3305 | 1.43 |
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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