Jefferies Financial Group Inc MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
35.95%
decreased by 1.27%
1 Week
36.36%
decreased by 0.86%
1 Month
37.23%
increased by 0.01%
Analysis last updated: Tuesday, June 9, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0761 | 10.84 | |
| 0.7738 | 67.55 | |
| 0.0926 | 9.72 | |
| 0.0195 | 5.15 | |
| 0.0191 | 5.27 | |
| 0.9760 | 216.79 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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