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JM Smucker Co/The EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:24.63% (-0.90%)

Analysis last updated: Monday, May 6, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of JM Smucker Co/The EGARCH
paramt-stat
ω0.036316.52
α0.143332.68
β0.9719572.71
γ-0.0324-7.27
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts