SJM Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:30.72% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7625 | 3.28 | |
| 0.1908 | 6.09 | |
| 0.5907 | 10.43 | |
| -0.6729 | -1.61 | |
| 0.8341 | 1.52 | |
| -0.3421 | -1.15 | |
| 0.2646 | 0.93 | |
| 0.0339 | 0.14 | |
| 0.1471 | 0.53 | |
| -0.6737 | -1.97 | |
| 0.6955 | 2.48 | |
| -0.9803 | -2.31 | |
| 1.9290 | 2.38 |
Estimation Period:
May 31, 2010 to Feb 13, 2026
May 31, 2010 to Feb 13, 2026
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