JB Hi-Fi Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.97% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9699 | 4.80 | |
| 0.0453 | 17.73 | |
| 0.9839 | 251.00 | |
| 5.0336 | 4.55 |
Estimation Period:
Oct 23, 2003 to Feb 20, 2026
Oct 23, 2003 to Feb 20, 2026
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