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V-Lab

JD Sports Fashion PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.94% (-1.59%)
Analysis last updated: Sunday, February 15, 2026 at 03:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of JD Sports Fashion PLC SGARCH
paramt-stat
ω0.57063.19
α0.16954.47
β0.58896.76
γ1-0.2153-1.82
γ20.30561.87
γ3-0.1610-1.47
γ40.17251.33
γ5-0.2005-1.78
γ60.09391.15
γ70.07521.08
γ8-0.0882-1.40
γ90.01700.27
γ10-0.0604-0.61
Estimation Period:
Oct 21, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts