Jafco Group Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.76% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6324 | 6.53 | |
| 0.0736 | 5.37 | |
| 0.8426 | 22.60 | |
| -0.0009 | -0.01 | |
| 0.0498 | 0.49 | |
| 0.0554 | 0.69 | |
| -0.3409 | -4.62 | |
| 0.3814 | 5.87 | |
| -0.1595 | -2.24 | |
| -0.0368 | -0.42 | |
| 0.1703 | 1.74 | |
| -0.2686 | -2.22 | |
| 0.2759 | 2.00 |
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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