JB Hi-Fi Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.05% (+2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2242 | 18.32 | |
| 0.0468 | 11.08 | |
| 0.8737 | 179.22 | |
| 0.0507 | 5.75 |
Estimation Period:
Oct 23, 2003 to Feb 6, 2026
Oct 23, 2003 to Feb 6, 2026
News Impact Curve
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