JB Hi-Fi Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:37.33% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0661 | 10.44 | |
| 0.7396 | 48.21 | |
| 0.0534 | 6.18 | |
| 0.0586 | 1.44 | |
| 0.0285 | 1.75 | |
| 0.9572 | 37.85 |
Estimation Period:
Oct 23, 2003 to Feb 20, 2026
Oct 23, 2003 to Feb 20, 2026
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