V-Lab
V-Lab

JB Hi-Fi Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:23.32% (-0.61%)

Analysis last updated: Wednesday, March 27, 2024 at 08:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of JB Hi-Fi Ltd S0GARCH
paramt-stat
ω0.73545.41
α0.07535.41
β0.773018.63
γ1-0.1134-0.64
γ20.25981.04
γ3-0.4772-3.11
γ40.65544.42
γ5-0.5517-4.23
γ60.35202.21
γ7-0.1659-1.10
γ80.09080.72
γ9-0.1538-1.40
γ100.17102.18
Estimation Period:
Oct 23, 2003 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts