V-Lab
JB Hi-Fi Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:26.27% (-0.37%)
Analysis last updated: Saturday, May 4, 2024 at 06:14 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0847 | 12.72 | |
| 0.0251 | 10.81 | |
| 0.9420 | 315.58 | |
| 0.0258 | 4.90 |
Estimation Period:
Oct 23, 2003 to Apr 26, 2024
Oct 23, 2003 to Apr 26, 2024