SJM Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.37% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6959 | 5.59 | |
| 0.0762 | 19.19 | |
| 0.9753 | 221.40 | |
| 5.1155 | 5.33 |
Estimation Period:
Jul 16, 2008 to Feb 6, 2026
Jul 16, 2008 to Feb 6, 2026
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