SJM Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.11% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7624 | 3.27 | |
| 0.1901 | 6.06 | |
| 0.5924 | 10.44 | |
| -0.6718 | -1.60 | |
| 0.8325 | 1.51 | |
| -0.3416 | -1.15 | |
| 0.2649 | 0.93 | |
| 0.0329 | 0.14 | |
| 0.1489 | 0.53 | |
| -0.6775 | -1.97 | |
| 0.7037 | 2.50 | |
| -0.9990 | -2.34 | |
| 1.9953 | 2.40 |
Estimation Period:
May 31, 2010 to Feb 6, 2026
May 31, 2010 to Feb 6, 2026
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