Jafco Group Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.98% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9698 | 7.76 | |
| 0.0965 | 5.48 | |
| 0.8529 | 32.52 | |
| 0.0607 | 2.68 | |
| -0.1405 | -4.01 | |
| 0.1410 | 5.72 | |
| -0.0985 | -4.48 | |
| 0.0455 | 2.12 | |
| 0.0109 | 0.43 | |
| -0.1086 | -1.91 |
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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