Jafco Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.45% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0889 | 9.61 | |
| 0.0357 | 16.91 | |
| 0.9355 | 626.14 | |
| 0.0438 | 7.09 |
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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