JM Smucker Co/The GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
42.87%
increased by 18.10%
1 Week
41.99%
increased by 17.22%
1 Month
39.03%
increased by 14.26%
Analysis last updated: Tuesday, June 9, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1034 | 21.18 | |
| 0.0511 | 17.82 | |
| 0.8836 | 266.29 | |
| 0.0599 | 8.86 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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