Jafco Group Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.84% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 13.89 | |
| 0.1275 | 35.80 | |
| 0.9893 | 1,429.57 | |
| -0.0297 | -5.85 |
Estimation Period:
Feb 16, 2000 to Feb 6, 2026
Feb 16, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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