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V-Lab

Fast Retailing Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.17% (+1.66%)
Analysis last updated: Tuesday, February 17, 2026 at 09:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fast Retailing Co Ltd SGARCH
paramt-stat
ω0.92646.42
α0.10906.54
β0.764120.84
γ10.05440.89
γ2-0.1215-1.41
γ30.00840.14
γ40.18943.14
γ5-0.2404-4.28
γ60.18113.26
γ7-0.1235-2.44
γ80.10512.28
γ9-0.0981-1.88
γ100.13681.57
Estimation Period:
Sep 15, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts