V-Lab: J Front Retailing Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

J Front Retailing Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:31.99% (-1.65%)

Analysis last updated: Saturday, May 11, 2024 at 05:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1243	25.62
$β$	0.6795	54.39
$γ$	0.0496	7.18
$λ_{1}$	0.0536	3.33
$λ_{2}$	0.0253	4.21
$λ_{3}$	0.9651	113.91

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts