SJM Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.01% (-3.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2205 | 7.13 | |
| 0.2190 | 6.58 | |
| 0.6000 | 12.80 | |
| -0.1443 | -2.32 | |
| 0.1223 | 1.27 | |
| 0.0551 | 0.77 | |
| 0.0337 | 0.45 | |
| -0.2014 | -2.06 | |
| 0.2418 | 2.49 | |
| -0.2204 | -2.77 | |
| 0.3983 | 4.41 | |
| -0.5713 | -4.52 | |
| 0.3142 | 1.34 |
Estimation Period:
Feb 12, 1997 to Feb 6, 2026
Feb 12, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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