SJM Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.77% (-3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.9601 | 3.25 | |
| 0.1310 | 28.88 | |
| 0.9771 | 140.23 | |
| 3.4878 | 15.86 |
Estimation Period:
May 31, 2010 to Feb 20, 2026
May 31, 2010 to Feb 20, 2026
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