Jd Sports Fashion Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:50.71% (-7.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6661 | 11.53 | |
| 0.1003 | 4.48 | |
| 0.4726 | 14.95 | |
| 0.1469 | 2.41 |
Estimation Period:
Mar 26, 2018 to Feb 6, 2026
Mar 26, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Jd Sports Fashion Plc Analyses
Other GJR-GARCH Analyses on International Equities