SJM Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.56% (+4.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0146 | 3.24 | |
| 0.1311 | 29.01 | |
| 0.9773 | 140.61 | |
| 3.4821 | 15.96 |
Estimation Period:
May 31, 2010 to Feb 6, 2026
May 31, 2010 to Feb 6, 2026
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