JM Smucker Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.63% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1011 | 20.95 | |
| 0.0510 | 17.70 | |
| 0.8853 | 269.59 | |
| 0.0579 | 8.59 |
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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