SJM Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.91% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2436 | 7.20 | |
| 0.2175 | 6.62 | |
| 0.6019 | 13.09 | |
| -0.1293 | -2.08 | |
| 0.0990 | 1.03 | |
| 0.0715 | 0.99 | |
| 0.0162 | 0.21 | |
| -0.1824 | -1.84 | |
| 0.2246 | 2.27 | |
| -0.2088 | -2.55 | |
| 0.4014 | 4.28 | |
| -0.6100 | -5.51 | |
| 0.4351 | 5.13 |
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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