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SJM Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.16% (+2.73%)
Analysis last updated: Sunday, February 8, 2026 at 01:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SJM Holdings Co Ltd S0GARCH
paramt-stat
ω1.19786.86
α0.22086.68
β0.601413.22
γ1-0.1430-2.25
γ20.11531.17
γ30.06740.93
γ40.01940.26
γ5-0.1861-1.86
γ60.22882.30
γ7-0.2149-2.61
γ80.40904.34
γ9-0.6131-5.53
γ100.43205.13
Estimation Period:
Feb 12, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts