Shin-Etsu Chemical Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:47.18% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0978 | 11.52 | |
| 0.0908 | 32.03 | |
| 0.8847 | 251.56 | |
| 0.5207 | 12.98 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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