J Front Retailing Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.65% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2560 | 20.75 | |
| 0.0851 | 17.98 | |
| 0.8546 | 210.79 | |
| 0.0407 | 4.51 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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