JB Hi-Fi Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.95% (+10.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2058 | 17.41 | |
| 0.0677 | 22.46 | |
| 0.8811 | 180.73 |
Estimation Period:
Oct 23, 2003 to Feb 13, 2026
Oct 23, 2003 to Feb 13, 2026
News Impact Curve
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