SJM Holdings Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:26.43% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46.4424 | 6.96 | |
| 0.0951 | 112.95 | |
| 0.9990 | 7,239.13 | |
| 3.5220 | 118.74 |
Estimation Period:
Feb 12, 1997 to Feb 13, 2026
Feb 12, 1997 to Feb 13, 2026
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