SJM Holdings Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.56% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2136 | 11.86 | |
| 0.0767 | 25.78 | |
| 0.8978 | 221.30 | |
| -0.2470 | -3.17 |
Estimation Period:
Jul 16, 2008 to Feb 6, 2026
Jul 16, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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