JB Hi-Fi Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.15% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2077 | 17.42 | |
| 0.0682 | 22.55 | |
| 0.8801 | 179.72 |
Estimation Period:
Oct 23, 2003 to Jan 30, 2026
Oct 23, 2003 to Jan 30, 2026
News Impact Curve
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