V-Lab: Jefferies Financial Group Inc AGARCH Volatility Analysis

V-Lab

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V-Lab

Jefferies Financial Group Inc AGARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:26.46% (-0.50%)

Analysis last updated: Tuesday, April 30, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0776	12.36
$α$	0.0783	28.72
$β$	0.9013	255.68
$γ$	0.3015	5.04

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts