SJM Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.42% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0938 | 14.69 | |
| 0.2583 | 18.82 | |
| 0.9512 | 231.15 | |
| -0.0224 | -2.02 |
Estimation Period:
May 31, 2010 to Jan 30, 2026
May 31, 2010 to Jan 30, 2026
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