JB Hi-Fi Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.17% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2735 | 18.28 | |
| 0.0862 | 26.12 | |
| 0.8430 | 153.56 | |
| 0.4571 | 6.40 |
Estimation Period:
Oct 23, 2003 to Jan 30, 2026
Oct 23, 2003 to Jan 30, 2026
News Impact Curve
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