SJM Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.89% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1214 | 14.62 | |
| 0.1453 | 11.04 | |
| 0.8552 | 194.18 | |
| -0.0010 | -0.05 |
Estimation Period:
Feb 12, 1997 to Feb 13, 2026
Feb 12, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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