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

V-Lab

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V-Lab

Fast Retailing Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.83% (-0.81%)

Analysis last updated: Sunday, April 21, 2024 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8492	5.92
$α$	0.1017	6.71
$β$	0.8049	26.56
$γ_{1}$	0.0035	0.09
$γ_{2}$	-0.0798	-1.41
$γ_{3}$	0.1445	4.46
$γ_{4}$	-0.1064	-3.76
$γ_{5}$	0.0547	1.94
$γ_{6}$	-0.0163	-0.63
$γ_{7}$	0.0008	0.05

Estimation Period:
Sep 15, 1994 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts