Shin-Etsu Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:48.04% (-2.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1129 | 16.81 | |
| 0.0599 | 11.77 | |
| 0.8893 | 242.79 | |
| 0.0580 | 6.48 |
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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