SJM Holdings Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.47% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1700 | 21.42 | |
| 0.2025 | 26.95 | |
| 0.8059 | 143.53 | |
| 0.1378 | 1.54 |
Estimation Period:
Feb 12, 1997 to Feb 6, 2026
Feb 12, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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