JM Smucker Co/The AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.71% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0918 | 18.39 | |
| 0.0770 | 32.31 | |
| 0.8867 | 261.55 | |
| 0.3800 | 9.88 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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