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V-Lab

Jafco Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.65% (-0.01%)
Analysis last updated: Friday, February 13, 2026 at 08:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jafco Group Co Ltd S0GARCH
paramt-stat
ω1.63936.54
α0.07355.34
β0.843322.51
γ1-0.0001-0.00
γ20.05320.52
γ30.04300.53
γ4-0.3234-4.37
γ50.36565.59
γ6-0.1512-2.12
γ7-0.0347-0.40
γ80.15611.61
γ9-0.2350-1.99
γ100.19201.85
Estimation Period:
Feb 16, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts