JM Smucker Co/The EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
32.19%
increased by 6.40%
1 Week
32.16%
increased by 6.37%
1 Month
32.06%
increased by 6.27%
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 | |
|---|---|---|
| 0.0286 | 13.53 | |
| 0.1160 | 26.97 | |
| 0.9791 | 672.03 | |
| -0.0297 | -7.74 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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