Fast Retailing Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.82% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 17.59 | |
| 0.1245 | 27.98 | |
| 0.9861 | 1,112.97 | |
| -0.0166 | -4.74 |
Estimation Period:
Sep 15, 1994 to Feb 13, 2026
Sep 15, 1994 to Feb 13, 2026
News Impact Curve
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