V-Lab: SJM Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

SJM Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:21.60% (+1.72%)

Analysis last updated: Tuesday, April 30, 2024 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.5349	3.23
$α$	0.1348	27.08
$β$	0.9751	127.45
$ν$	3	14.91

Estimation Period:
May 31, 2010 to Apr 26, 2024