SJM Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.95% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0726 | 12.18 | |
| 0.1640 | 24.72 | |
| 0.9683 | 321.05 | |
| 0.0075 | 0.65 |
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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