JM Smucker Co/The MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.95% (-2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1362 | 18.02 | |
| 0.3893 | 11.47 | |
| 0.0216 | 2.05 | |
| 0.1783 | 0.31 | |
| 0.1796 | 0.32 | |
| 0.7522 | 0.96 |
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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