J Front Retailing Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:32.77% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3143 | 6.12 | |
| 0.1276 | 9.43 | |
| 0.7873 | 34.56 | |
| -0.1018 | -2.12 | |
| 0.1876 | 2.48 | |
| -0.1397 | -2.31 | |
| 0.1244 | 2.39 | |
| -0.1563 | -4.24 | |
| 0.1427 | 4.37 | |
| -0.0799 | -2.18 | |
| 0.0397 | 0.94 | |
| -0.0287 | -0.51 |
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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