Fast Retailing Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.17% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 17.56 | |
| 0.1246 | 27.98 | |
| 0.9861 | 1,111.73 | |
| -0.0167 | -4.77 |
Estimation Period:
Sep 15, 1994 to Feb 6, 2026
Sep 15, 1994 to Feb 6, 2026
News Impact Curve
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