JM Smucker Co/The GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.79% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1111 | 19.86 | |
| 0.0828 | 33.48 | |
| 0.8776 | 247.92 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equities