J Front Retailing Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.49% (+18.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2379 | 20.66 | |
| 0.0812 | 17.67 | |
| 0.8612 | 222.77 | |
| 0.0404 | 4.62 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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