SJM Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.97% (+1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1252 | 10.28 | |
| 0.1012 | 9.40 | |
| 0.8684 | 99.07 | |
| 0.0249 | 1.52 |
Estimation Period:
May 31, 2010 to Feb 6, 2026
May 31, 2010 to Feb 6, 2026
News Impact Curve
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