JD Sports Fashion PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.54% (-3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3469 | 12.21 | |
| 0.2796 | 27.53 | |
| 0.8123 | 52.18 | |
| -0.0482 | -3.97 |
Estimation Period:
Oct 21, 1996 to Feb 6, 2026
Oct 21, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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