SJM Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.91% (+2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9114 | 4.44 | |
| 0.1586 | 5.83 | |
| 0.6864 | 15.51 | |
| -0.1956 | -1.02 | |
| 0.1551 | 0.55 | |
| 0.0707 | 0.42 | |
| 0.1495 | 0.88 | |
| -0.2335 | -1.06 | |
| -0.1749 | -0.69 | |
| 0.3837 | 2.09 |
Estimation Period:
May 31, 2010 to Feb 6, 2026
May 31, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other SJM Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities