SJM Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.05% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2060 | 10.22 | |
| 0.0793 | 11.71 | |
| 0.9024 | 184.32 | |
| -0.0115 | -0.88 |
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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