V-Lab
JB Hi-Fi Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:26.73% (+0.71%)
Analysis last updated: Thursday, May 9, 2024 at 07:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0604 | 9.12 | |
| 0.7528 | 40.55 | |
| 0.0422 | 4.78 | |
| 0.0710 | 1.20 | |
| 0.0365 | 1.45 | |
| 0.9464 | 24.66 |
Estimation Period:
Oct 23, 2003 to May 3, 2024
Oct 23, 2003 to May 3, 2024