Jafco Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.65% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6393 | 6.54 | |
| 0.0735 | 5.34 | |
| 0.8433 | 22.51 | |
| -0.0001 | -0.00 | |
| 0.0532 | 0.52 | |
| 0.0430 | 0.53 | |
| -0.3234 | -4.37 | |
| 0.3656 | 5.59 | |
| -0.1512 | -2.12 | |
| -0.0347 | -0.40 | |
| 0.1561 | 1.61 | |
| -0.2350 | -1.99 | |
| 0.1920 | 1.85 |
Estimation Period:
Feb 16, 2000 to Feb 6, 2026
Feb 16, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Jafco Group Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities