V-Lab: J Front Retailing Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

J Front Retailing Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:54.88% (-2.56%)

Analysis last updated: Thursday, April 18, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3092	5.29
$α$	0.1141	8.98
$β$	0.8218	38.82
$γ_{1}$	-0.1188	-1.87
$γ_{2}$	0.2108	2.08
$γ_{3}$	-0.1468	-1.89
$γ_{4}$	0.1242	2.09
$γ_{5}$	-0.1392	-3.35
$γ_{6}$	0.0980	2.43
$γ_{7}$	-0.0259	-0.67
$γ_{8}$	-0.0079	-0.24
$γ_{9}$	0.0095	0.40

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts