V-Lab
SJM Holdings Co Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:25.89% (-0.93%)
Analysis last updated: Saturday, April 27, 2024 at 11:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1354 | 13.73 | |
| 0.1485 | 24.92 | |
| 0.8515 | 169.83 |
Estimation Period:
Feb 12, 1997 to Apr 26, 2024
Feb 12, 1997 to Apr 26, 2024
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