Shin-Etsu Chemical Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.33% (+4.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0527 | 20.18 | |
| 0.1786 | 25.50 | |
| 0.9677 | 515.30 | |
| -0.0440 | -5.34 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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