JB Hi-Fi Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:41.58% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0432 | 13.29 | |
| 0.1124 | 21.42 | |
| 0.9737 | 521.79 | |
| -0.0298 | -6.39 |
Estimation Period:
Oct 23, 2003 to Feb 20, 2026
Oct 23, 2003 to Feb 20, 2026
News Impact Curve
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