Fast Retailing Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.22% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0713 | 14.20 | |
| 0.0399 | 19.18 | |
| 0.9479 | 461.03 | |
| 0.0069 | 1.87 |
Estimation Period:
Sep 15, 1994 to Feb 10, 2026
Sep 15, 1994 to Feb 10, 2026
News Impact Curve
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