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V-Lab

SJM Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:30.72% (+0.36%)
Analysis last updated: Sunday, February 15, 2026 at 01:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SJM Co Ltd SGARCH
paramt-stat
ω0.76253.28
α0.19086.09
β0.590710.43
γ1-0.6729-1.61
γ20.83411.52
γ3-0.3421-1.15
γ40.26460.93
γ50.03390.14
γ60.14710.53
γ7-0.6737-1.97
γ80.69552.48
γ9-0.9803-2.31
γ101.92902.38
Estimation Period:
May 31, 2010 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts