JB Hi-Fi Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:41.67% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0392 | 12.79 | |
| 0.1055 | 20.78 | |
| 0.9762 | 554.63 | |
| -0.0267 | -5.91 |
Estimation Period:
Oct 23, 2003 to Feb 13, 2026
Oct 23, 2003 to Feb 13, 2026
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