JD Sports Fashion PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.94% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5706 | 3.19 | |
| 0.1695 | 4.47 | |
| 0.5889 | 6.76 | |
| -0.2153 | -1.82 | |
| 0.3056 | 1.87 | |
| -0.1610 | -1.47 | |
| 0.1725 | 1.33 | |
| -0.2005 | -1.78 | |
| 0.0939 | 1.15 | |
| 0.0752 | 1.08 | |
| -0.0882 | -1.40 | |
| 0.0170 | 0.27 | |
| -0.0604 | -0.61 |
Estimation Period:
Oct 21, 1996 to Feb 13, 2026
Oct 21, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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