J Front Retailing Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.15% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3121 | 5.98 | |
| 0.1270 | 9.47 | |
| 0.7904 | 34.96 | |
| -0.0963 | -1.96 | |
| 0.1753 | 2.26 | |
| -0.1248 | -2.00 | |
| 0.1084 | 2.01 | |
| -0.1420 | -3.77 | |
| 0.1328 | 4.06 | |
| -0.0758 | -2.08 | |
| 0.0393 | 0.95 | |
| -0.0260 | -0.74 |
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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