Jefferies Financial Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:49.95% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0902 | 14.31 | |
| 0.0474 | 19.53 | |
| 0.9033 | 288.70 | |
| 0.0579 | 8.83 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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