Jefferies Financial Group Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
30.64%
decreased by 0.44%
1 Week
30.77%
decreased by 0.31%
1 Month
31.21%
increased by 0.13%
Analysis last updated: Tuesday, June 9, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0959 | 14.65 | |
| 0.0491 | 19.49 | |
| 0.8989 | 280.63 | |
| 0.0613 | 9.21 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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