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 Tuesday, April 30th, 2024:43.55% (-3.43%)

Analysis last updated: Sunday, April 28, 2024 at 01:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2979	5.28
$α$	0.1142	8.99
$β$	0.8207	38.54
$γ_{1}$	-0.1188	-1.87
$γ_{2}$	0.2102	2.09
$γ_{3}$	-0.1459	-1.89
$γ_{4}$	0.1238	2.09
$γ_{5}$	-0.1400	-3.39
$γ_{6}$	0.1004	2.51
$γ_{7}$	-0.0303	-0.78
$γ_{8}$	0.0007	0.02
$γ_{9}$	-0.0005	-0.02

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts