Skip to main content
V-Lab

Shin-Etsu Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:45.48% (-2.75%)
Analysis last updated: Saturday, February 21, 2026 at 09:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shin-Etsu Chemical Co Ltd S0GARCH
paramt-stat
ω1.28957.75
α0.08977.37
β0.854041.61
γ1-0.0369-1.20
γ20.16963.60
γ3-0.2742-7.99
γ40.22156.67
γ5-0.1133-3.20
γ60.04411.25
γ7-0.0071-0.19
γ80.00400.11
γ9-0.0186-0.80
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts