SJM Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.96% (+2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.1039 | 13.91 | |
| 0.4576 | 25.07 | |
| 0.2216 | 15.35 | |
| 0.4728 | 1.31 | |
| 0.9124 | 6.76 | |
| 0.0000 | 0.00 |
Estimation Period:
May 31, 2010 to Feb 13, 2026
May 31, 2010 to Feb 13, 2026
News Impact Curve
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