V-Lab
JB Hi-Fi Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:26.01% (+0.25%)
Analysis last updated: Friday, May 3, 2024 at 05:27 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0620 | 12.56 | |
| 0.0326 | 16.74 | |
| 0.9523 | 334.13 |
Estimation Period:
Oct 23, 2003 to Apr 26, 2024
Oct 23, 2003 to Apr 26, 2024