JB Hi-Fi Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.66% (+2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9957 | 13.82 | |
| 0.0854 | 6.44 | |
| 0.8296 | 33.89 | |
| -0.0021 | -1.87 |
Estimation Period:
Oct 23, 2003 to Feb 6, 2026
Oct 23, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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