Shin-Etsu Chemical Co Ltd APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.21% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0740 | 11.72 | |
| 0.0960 | 26.48 | |
| 0.8952 | 187.72 | |
| 0.2522 | 11.38 | |
| 1.2573 | 36.04 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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