JB Hi-Fi Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.43% (+3.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0627 | 9.96 | |
| 0.7467 | 47.85 | |
| 0.0507 | 5.99 | |
| 0.0569 | 1.39 | |
| 0.0286 | 1.70 | |
| 0.9573 | 36.86 |
Estimation Period:
Oct 23, 2003 to Feb 6, 2026
Oct 23, 2003 to Feb 6, 2026
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