SJM Holdings Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.59% (-2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0990 | 14.47 | |
| 0.2916 | 33.62 | |
| 0.9595 | 337.03 | |
| -0.0007 | -0.07 |
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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