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V-Lab

Jafco Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.60% (+0.88%)
Analysis last updated: Friday, February 13, 2026 at 09:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jafco Group Co Ltd S0GARCH
paramt-stat
ω0.93326.27
α0.09555.12
β0.851932.94
γ10.05180.76
γ2-0.0569-0.57
γ3-0.0969-1.87
γ40.22504.91
γ5-0.1934-3.72
γ60.08781.60
γ7-0.0440-0.78
γ80.09141.20
γ9-0.1531-1.66
γ100.14182.19
Estimation Period:
Nov 19, 1992 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts