V-Lab
V-Lab
Shin-Etsu Chemical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:50.11% (+2.67%)

Analysis last updated: Wednesday, May 1, 2024 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shin-Etsu Chemical Co Ltd SGARCH
paramt-stat
ω1.38688.28
α0.07877.41
β0.873149.19
γ1-0.0085-0.33
γ20.11632.94
γ3-0.2429-8.64
γ40.23288.82
γ5-0.1566-5.59
γ60.09112.97
γ7-0.0370-1.06
γ80.02780.66
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts