SJM Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.12% (-3.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0119 | 3.24 | |
| 0.1315 | 28.93 | |
| 0.9771 | 139.81 | |
| 3.4789 | 15.97 |
Estimation Period:
May 31, 2010 to Jan 30, 2026
May 31, 2010 to Jan 30, 2026
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