JM Smucker Co/The GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:25.76% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1106 | 19.85 | |
| 0.0825 | 33.50 | |
| 0.8782 | 249.19 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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