Shin-Etsu Chemical Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.11% (-2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0982 | 11.53 | |
| 0.0908 | 32.02 | |
| 0.8846 | 251.17 | |
| 0.5225 | 13.02 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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