Jafco Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.54% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0952 | 17.49 | |
| 0.0609 | 25.28 | |
| 0.9064 | 405.74 | |
| 0.0612 | 11.35 |
Estimation Period:
Nov 19, 1992 to Feb 13, 2026
Nov 19, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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