Fast Retailing Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:36.70% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0709 | 14.19 | |
| 0.0396 | 19.17 | |
| 0.9481 | 463.17 | |
| 0.0072 | 1.94 |
Estimation Period:
Sep 15, 1994 to Feb 20, 2026
Sep 15, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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