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V-Lab

SJM Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.11% (+2.52%)
Analysis last updated: Sunday, February 8, 2026 at 12:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SJM Co Ltd SGARCH
paramt-stat
ω0.76243.27
α0.19016.06
β0.592410.44
γ1-0.6718-1.60
γ20.83251.51
γ3-0.3416-1.15
γ40.26490.93
γ50.03290.14
γ60.14890.53
γ7-0.6775-1.97
γ80.70372.50
γ9-0.9990-2.34
γ101.99532.40
Estimation Period:
May 31, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts