Shin-Etsu Chemical Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.68% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7622 | 6.46 | |
| 0.0598 | 35.69 | |
| 0.9899 | 575.85 | |
| 6.5669 | 6.75 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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