Jefferies Financial Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.80% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0898 | 14.31 | |
| 0.0472 | 19.54 | |
| 0.9037 | 289.65 | |
| 0.0575 | 8.79 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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