SJM Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:23.34% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1563 | 13.87 | |
| 0.1350 | 19.16 | |
| 0.8418 | 101.58 | |
| 0.1926 | 2.85 |
Estimation Period:
May 31, 2010 to Feb 20, 2026
May 31, 2010 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities