V-Lab: JB Hi-Fi Ltd Asy. Power MEM Volatility Analysis

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V-Lab

JB Hi-Fi Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:25.29% (+2.72%)

Analysis last updated: Thursday, May 9, 2024 at 07:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1634	19.12
$α$	0.2054	57.24
$β$	0.7455	165.82
$γ$	0.0463	6.91
$δ$	1.3037	23.20

Estimation Period:
Oct 23, 2003 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts