SJM Holdings Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.39% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2073 | 10.73 | |
| 0.0742 | 23.52 | |
| 0.9019 | 191.78 |
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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