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{type} for {date}

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	param	t-stat
$ω$	0.8708	3.77
$α$	0.0674	4.21
$β$	0.8831	27.62
$γ_{1}$	-0.0755	-0.25
$γ_{2}$	-0.0285	-0.07
$γ_{3}$	0.2857	1.10
$γ_{4}$	-0.3201	-1.21
$γ_{5}$	0.6481	2.50
$γ_{6}$	-1.4934	-5.53
$γ_{7}$	1.9250	6.15
$γ_{8}$	-2.0170	-3.86

V-Lab

Jefferies Group Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jefferies Group Inc Analyses