Jafco Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.60% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9332 | 6.27 | |
| 0.0955 | 5.12 | |
| 0.8519 | 32.94 | |
| 0.0518 | 0.76 | |
| -0.0569 | -0.57 | |
| -0.0969 | -1.87 | |
| 0.2250 | 4.91 | |
| -0.1934 | -3.72 | |
| 0.0878 | 1.60 | |
| -0.0440 | -0.78 | |
| 0.0914 | 1.20 | |
| -0.1531 | -1.66 | |
| 0.1418 | 2.19 |
Estimation Period:
Nov 19, 1992 to Feb 10, 2026
Nov 19, 1992 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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