JM Smucker Co/The EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.15% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 12.77 | |
| 0.1137 | 26.54 | |
| 0.9799 | 679.54 | |
| -0.0302 | -7.91 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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