JB Hi-Fi Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:41.32% (+6.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2224 | 18.27 | |
| 0.0465 | 11.06 | |
| 0.8746 | 180.22 | |
| 0.0503 | 5.73 |
Estimation Period:
Oct 23, 2003 to Feb 13, 2026
Oct 23, 2003 to Feb 13, 2026
News Impact Curve
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