JD Sports Fashion PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.32% (-3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0885 | 16.04 | |
| 0.7440 | 70.56 | |
| 0.0914 | 8.74 | |
| 5.8968 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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