JD Sports Fashion PLC GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.29% (-3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8614 | 16.10 | |
| 0.1685 | 24.54 | |
| 0.6869 | 53.74 |
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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