SJM Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.31% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1222 | 14.60 | |
| 0.1458 | 11.03 | |
| 0.8546 | 192.65 | |
| -0.0009 | -0.04 |
Estimation Period:
Feb 12, 1997 to Feb 6, 2026
Feb 12, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other SJM Holdings Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities