Jefferies Financial Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:46.05% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0900 | 14.30 | |
| 0.0473 | 19.53 | |
| 0.9035 | 289.22 | |
| 0.0577 | 8.82 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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