SJM Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.13% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8828 | 6.43 | |
| 0.0852 | 4.94 | |
| 0.8461 | 28.90 | |
| 0.0346 | 3.97 | |
| -0.0511 | -2.75 |
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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