JB Hi-Fi Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:44.64% (-3.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0028 | 13.72 | |
| 0.0903 | 6.58 | |
| 0.8219 | 32.88 | |
| -0.0020 | -1.74 |
Estimation Period:
Oct 23, 2003 to Feb 20, 2026
Oct 23, 2003 to Feb 20, 2026
News Impact Curve
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