Shin-Etsu Chemical Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:43.41% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0674 | 18.78 | |
| 0.7294 | 71.84 | |
| 0.1029 | 16.62 | |
| 0.0319 | 3.87 | |
| 0.0342 | 4.49 | |
| 0.9590 | 108.80 |
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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