JD Sports Fashion PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.35% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6014 | 3.29 | |
| 0.1677 | 4.51 | |
| 0.5996 | 7.02 | |
| -0.1771 | -1.53 | |
| 0.2453 | 1.53 | |
| -0.1240 | -1.11 | |
| 0.1468 | 1.11 | |
| -0.1814 | -1.58 | |
| 0.0811 | 0.98 | |
| 0.0779 | 1.12 | |
| -0.0769 | -1.24 | |
| -0.0139 | -0.27 | |
| 0.0224 | 0.60 |
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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