Shin-Etsu Chemical Co Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:51.37% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0935 | 17.68 | |
| 0.0858 | 31.96 | |
| 0.8963 | 286.44 |
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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