Shin-Etsu Chemical Co Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.76% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0937 | 17.70 | |
| 0.0857 | 31.93 | |
| 0.8963 | 286.25 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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