V-Lab
SJM Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:18.94% (-0.18%)
Analysis last updated: Sunday, May 19, 2024 at 12:08 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1227 | 9.47 | |
| 0.1063 | 9.08 | |
| 0.8680 | 91.20 | |
| 0.0273 | 1.81 |
Estimation Period:
May 31, 2010 to May 17, 2024
May 31, 2010 to May 17, 2024