V-Lab
Fast Retailing Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:31.60% (-0.79%)
Analysis last updated: Saturday, April 20, 2024 at 12:13 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 17.13 | |
| 0.1262 | 27.35 | |
| 0.9864 | 1107.07 | |
| -0.0152 | -4.12 |
Estimation Period:
Sep 15, 1994 to Apr 12, 2024
Sep 15, 1994 to Apr 12, 2024
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