V-Lab
SJM Co Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:22.50% (-0.13%)
Analysis last updated: Tuesday, April 30, 2024 at 09:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1221 | 9.41 | |
| 0.1148 | 14.27 | |
| 0.8721 | 91.97 |
Estimation Period:
May 31, 2010 to Apr 26, 2024
May 31, 2010 to Apr 26, 2024