Shin-Etsu Chemical Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:46.47% (-2.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0980 | 11.51 | |
| 0.0908 | 32.03 | |
| 0.8847 | 251.26 | |
| 0.5216 | 12.99 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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