V-Lab
Shin-Etsu Chemical Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:44.53% (-1.95%)
Analysis last updated: Wednesday, May 1, 2024 at 11:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0749 | 9.01 | |
| 0.0810 | 30.08 | |
| 0.8986 | 267.35 | |
| 0.5703 | 13.09 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
News Impact Curve
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