Farfetch Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:42.62% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3508 | 5.27 | |
| 0.0033 | 0.61 | |
| 0.9503 | 236.16 | |
| 0.0924 | 7.34 |
Estimation Period:
Oct 11, 2018 to May 30, 2025
Oct 11, 2018 to May 30, 2025
News Impact Curve
Volatility Forecasts
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