SJM Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.12% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7620 | 3.27 | |
| 0.1906 | 6.06 | |
| 0.5915 | 10.35 | |
| -0.6752 | -1.61 | |
| 0.8371 | 1.52 | |
| -0.3434 | -1.15 | |
| 0.2643 | 0.93 | |
| 0.0316 | 0.13 | |
| 0.1600 | 0.57 | |
| -0.6960 | -2.04 | |
| 0.7293 | 2.59 | |
| -1.0284 | -2.30 | |
| 1.9668 | 2.32 |
Estimation Period:
May 31, 2010 to Jan 30, 2026
May 31, 2010 to Jan 30, 2026
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