Shin-Etsu Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:45.48% (-2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2895 | 7.75 | |
| 0.0897 | 7.37 | |
| 0.8540 | 41.61 | |
| -0.0369 | -1.20 | |
| 0.1696 | 3.60 | |
| -0.2742 | -7.99 | |
| 0.2215 | 6.67 | |
| -0.1133 | -3.20 | |
| 0.0441 | 1.25 | |
| -0.0071 | -0.19 | |
| 0.0040 | 0.11 | |
| -0.0186 | -0.80 |
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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