V-Lab
Shin-Etsu Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:37.68% (+6.11%)
Analysis last updated: Sunday, April 21, 2024 at 01:50 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0909 | 14.75 | |
| 0.0513 | 10.38 | |
| 0.9039 | 259.14 | |
| 0.0546 | 6.28 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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