V-Lab
Shin-Etsu Chemical Co Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:44.49% (-1.44%)
Analysis last updated: Friday, May 3, 2024 at 11:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0711 | 15.77 | |
| 0.0744 | 30.55 | |
| 0.9119 | 323.60 |
Estimation Period:
Jan 3, 1990 to May 2, 2024
Jan 3, 1990 to May 2, 2024
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