JD Sports Fashion PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.49% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7810 | 16.26 | |
| 0.1598 | 26.36 | |
| 0.7009 | 62.89 | |
| 0.5474 | 8.15 |
Estimation Period:
Oct 21, 1996 to Feb 20, 2026
Oct 21, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other JD Sports Fashion PLC Analyses
Other AGARCH Analyses on International Equities