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V-Lab

Fast Retailing Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:35.18% (-0.89%)
Analysis last updated: Saturday, February 21, 2026 at 10:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fast Retailing Co Ltd SGARCH
paramt-stat
ω0.92766.43
α0.10906.54
β0.763920.80
γ10.05430.89
γ2-0.1216-1.41
γ30.00970.16
γ40.18743.11
γ5-0.2391-4.26
γ60.18103.25
γ7-0.1241-2.44
γ80.10572.28
γ9-0.0984-1.88
γ100.13631.55
Estimation Period:
Sep 15, 1994 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts