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SJM Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.91% (-2.00%)
Analysis last updated: Sunday, February 15, 2026 at 01:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SJM Holdings Co Ltd S0GARCH
paramt-stat
ω1.24367.20
α0.21756.62
β0.601913.09
γ1-0.1293-2.08
γ20.09901.03
γ30.07150.99
γ40.01620.21
γ5-0.1824-1.84
γ60.22462.27
γ7-0.2088-2.55
γ80.40144.28
γ9-0.6100-5.51
γ100.43515.13
Estimation Period:
Feb 12, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts