JM Smucker Co/The MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.23% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1367 | 18.14 | |
| 0.3885 | 11.49 | |
| 0.0221 | 2.10 | |
| 0.1786 | 0.31 | |
| 0.1796 | 0.32 | |
| 0.7519 | 0.96 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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