JB Hi-Fi Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:43.34% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2416 | 18.87 | |
| 0.0499 | 11.26 | |
| 0.8652 | 171.12 | |
| 0.0546 | 5.94 |
Estimation Period:
Oct 23, 2003 to Feb 20, 2026
Oct 23, 2003 to Feb 20, 2026
News Impact Curve
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