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Jbf Industries Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 10:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jbf Industries SGARCH
paramt-stat
ω10.7919107,919,400.00
α0.22492,248,860.00
β0.66966,696,120.00
γ10.60716,071,030.00
γ2-9.8224-98,224,240.00
γ312.6831126,831,300.00
γ40.23392,339,420.00
γ5-17.1922-171,921,500.00
γ625.7363257,363,000.00
γ7-5.1924-51,924,310.00
γ8-5.3823-53,822,570.00
γ928.5407285,406,600.00
γ10-232.6935-2,326,935,000.00
Estimation Period:
Oct 9, 1995 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts