V-Lab
JB Hi-Fi Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:22.38% (+0.29%)
Analysis last updated: Thursday, May 9, 2024 at 07:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9267 | 10.96 | |
| 0.0428 | 4.57 | |
| 0.9278 | 63.30 | |
| -0.0034 | -1.98 |
Estimation Period:
Oct 23, 2003 to May 3, 2024
Oct 23, 2003 to May 3, 2024
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