Smithfield Foods Inc EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.87%
decreased by 0.46%
1 Week
25.98%
decreased by 0.35%
1 Month
26.39%
increased by 0.06%
Analysis last updated: Friday, June 12, 2026 at 11:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 3.56 | |
| 0.0827 | 7.67 | |
| 0.9759 | 159.18 | |
| -0.0211 | -2.35 |
Estimation Period:
Jan 28, 2025 to Jun 12, 2026
Jan 28, 2025 to Jun 12, 2026
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