V-Lab: Jefferies Financial Group Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Jefferies Financial Group Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:19.30% (-0.88%)

Analysis last updated: Thursday, May 9, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1036	26.52
$α$	0.1704	51.55
$β$	0.8038	243.43
$γ$	0.0790	12.49
$δ$	1.7581	32.02

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts