JD Sports Fashion PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1,138.83% (-78.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4,413.4480 | 10.23 | |
| 0.0975 | 161.95 | |
| 0.9989 | 9,698.48 | |
| 2.0011 | 400,227.20 |
Estimation Period:
Oct 21, 1996 to Feb 6, 2026
Oct 21, 1996 to Feb 6, 2026
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