JB Hi-Fi Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:39.89% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2823 | 18.51 | |
| 0.0893 | 26.47 | |
| 0.8380 | 150.11 | |
| 0.4712 | 6.71 |
Estimation Period:
Oct 23, 2003 to Feb 20, 2026
Oct 23, 2003 to Feb 20, 2026
News Impact Curve
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