V-Lab
JB Hi-Fi Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:26.82% (+0.37%)
Analysis last updated: Saturday, April 27, 2024 at 07:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 11.48 | |
| 0.0925 | 19.12 | |
| 0.9815 | 664.07 | |
| -0.0235 | -5.45 |
Estimation Period:
Oct 23, 2003 to Apr 26, 2024
Oct 23, 2003 to Apr 26, 2024