V-Lab
V-Lab

J Front Retailing Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:28.64% (-0.39%)

Analysis last updated: Thursday, March 28, 2024 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of J Front Retailing Co Ltd S0GARCH
paramt-stat
ω1.30905.27
α0.11388.97
β0.822638.98
γ1-0.1195-1.86
γ20.21162.07
γ3-0.1469-1.87
γ40.12372.07
γ5-0.1377-3.29
γ60.09522.33
γ7-0.0234-0.60
γ8-0.0080-0.24
γ90.00790.32
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts