JM Smucker Co/The GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
39.14%
decreased by 2.17%
1 Week
38.45%
decreased by 2.86%
1 Month
36.16%
decreased by 5.15%
Analysis last updated: Saturday, June 13, 2026 at 12:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1064 | 21.33 | |
| 0.0529 | 18.01 | |
| 0.8807 | 260.56 | |
| 0.0616 | 8.94 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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