JM Smucker Co/The EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.26% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 12.80 | |
| 0.1131 | 26.49 | |
| 0.9801 | 684.41 | |
| -0.0298 | -7.83 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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