JB Hi-Fi Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.09% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9089 | 4.73 | |
| 0.0433 | 17.84 | |
| 0.9849 | 262.01 | |
| 5.0582 | 4.48 |
Estimation Period:
Oct 23, 2003 to Jan 30, 2026
Oct 23, 2003 to Jan 30, 2026
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