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V-Lab

JD Sports Fashion PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.35% (-2.29%)
Analysis last updated: Thursday, February 12, 2026 at 12:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of JD Sports Fashion PLC S0GARCH
paramt-stat
ω0.60143.29
α0.16774.51
β0.59967.02
γ1-0.1771-1.53
γ20.24531.53
γ3-0.1240-1.11
γ40.14681.11
γ5-0.1814-1.58
γ60.08110.98
γ70.07791.12
γ8-0.0769-1.24
γ9-0.0139-0.27
γ100.02240.60
Estimation Period:
Oct 21, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts