JB Hi-Fi Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.93% (+2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 12.82 | |
| 0.1059 | 20.82 | |
| 0.9760 | 552.34 | |
| -0.0269 | -5.94 |
Estimation Period:
Oct 23, 2003 to Feb 6, 2026
Oct 23, 2003 to Feb 6, 2026
News Impact Curve
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