Fast Retailing Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:37.26% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0711 | 14.20 | |
| 0.0398 | 19.18 | |
| 0.9480 | 461.99 | |
| 0.0070 | 1.91 |
Estimation Period:
Sep 15, 1994 to Feb 13, 2026
Sep 15, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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