SJM Holdings Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.13% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1973 | 18.54 | |
| 0.4795 | 28.33 | |
| 0.1681 | 7.61 | |
| 0.0033 | 1.63 | |
| 0.0140 | 5.66 | |
| 0.9857 | 335.84 |
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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