JB Hi-Fi Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.66% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 12.82 | |
| 0.1058 | 20.79 | |
| 0.9761 | 553.64 | |
| -0.0267 | -5.91 |
Estimation Period:
Oct 23, 2003 to Jan 30, 2026
Oct 23, 2003 to Jan 30, 2026
News Impact Curve
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