SJM Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.16% (+2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1978 | 6.86 | |
| 0.2208 | 6.68 | |
| 0.6014 | 13.22 | |
| -0.1430 | -2.25 | |
| 0.1153 | 1.17 | |
| 0.0674 | 0.93 | |
| 0.0194 | 0.26 | |
| -0.1861 | -1.86 | |
| 0.2288 | 2.30 | |
| -0.2149 | -2.61 | |
| 0.4090 | 4.34 | |
| -0.6131 | -5.53 | |
| 0.4320 | 5.13 |
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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