V-Lab
Shin-Etsu Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:46.62% (-1.64%)
Analysis last updated: Thursday, May 2, 2024 at 10:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2219 | 7.32 | |
| 0.0799 | 7.25 | |
| 0.8659 | 45.56 | |
| -0.0838 | -1.75 | |
| 0.2252 | 3.05 | |
| -0.1798 | -3.41 | |
| -0.0727 | -1.67 | |
| 0.2629 | 6.47 | |
| -0.2718 | -5.91 | |
| 0.1928 | 3.61 | |
| -0.1106 | -1.85 | |
| 0.0832 | 1.25 | |
| -0.0744 | -1.24 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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