Skip to main content
V-Lab

SJM Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.12% (-2.07%)
Analysis last updated: Friday, February 6, 2026 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SJM Co Ltd SGARCH
paramt-stat
ω0.76203.27
α0.19066.06
β0.591510.35
γ1-0.6752-1.61
γ20.83711.52
γ3-0.3434-1.15
γ40.26430.93
γ50.03160.13
γ60.16000.57
γ7-0.6960-2.04
γ80.72932.59
γ9-1.0284-2.30
γ101.96682.32
Estimation Period:
May 31, 2010 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts