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V-Lab

SJM Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.01% (-3.32%)
Analysis last updated: Friday, February 13, 2026 at 10:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SJM Holdings Co Ltd SGARCH
paramt-stat
ω1.22057.13
α0.21906.58
β0.600012.80
γ1-0.1443-2.32
γ20.12231.27
γ30.05510.77
γ40.03370.45
γ5-0.2014-2.06
γ60.24182.49
γ7-0.2204-2.77
γ80.39834.41
γ9-0.5713-4.52
γ100.31421.34
Estimation Period:
Feb 12, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts