Jefferies Financial Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:45.94% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9692 | 4.03 | |
| 0.0982 | 8.37 | |
| 0.8473 | 46.64 | |
| -0.0672 | -1.97 | |
| 0.1643 | 2.65 | |
| -0.2177 | -3.24 | |
| 0.2394 | 3.62 | |
| -0.1807 | -3.69 | |
| 0.0426 | 1.19 | |
| 0.0815 | 2.40 | |
| -0.0961 | -2.82 | |
| 0.0341 | 1.21 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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