JD Sports Fashion PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.78% (-3.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7820 | 15.88 | |
| 0.1081 | 14.40 | |
| 0.7110 | 61.93 | |
| 0.1036 | 5.93 |
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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