V-Lab
Jefferies Financial Group Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:26.94% (-0.44%)
Analysis last updated: Monday, April 15, 2024 at 09:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0752 | 16.76 | |
| 0.0756 | 28.63 | |
| 0.9060 | 266.78 |
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Jan 2, 1990 to Apr 12, 2024
News Impact Curve
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