V-Lab: Jefferies Financial Group Inc EGARCH Volatility Analysis

V-Lab

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V-Lab

Jefferies Financial Group Inc EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:28.30% (-1.65%)

Analysis last updated: Wednesday, April 24, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0365	13.95
$α$	0.1563	35.46
$β$	0.9792	716.30
$γ$	-0.0308	-8.15

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts