SJM Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.35% (+5.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.1039 | 13.89 | |
| 0.4556 | 24.92 | |
| 0.2234 | 15.44 | |
| 0.4750 | 1.31 | |
| 0.9126 | 6.72 | |
| 0.0000 | 0.00 |
Estimation Period:
May 31, 2010 to Feb 6, 2026
May 31, 2010 to Feb 6, 2026
News Impact Curve
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