JB Hi-Fi Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.15% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2090 | 17.45 | |
| 0.0685 | 22.60 | |
| 0.8795 | 179.24 |
Estimation Period:
Oct 23, 2003 to Feb 6, 2026
Oct 23, 2003 to Feb 6, 2026
News Impact Curve
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