V-Lab
Shin-Etsu Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:34.04% (-1.20%)
Analysis last updated: Friday, May 17, 2024 at 12:43 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0913 | 14.80 | |
| 0.0515 | 10.40 | |
| 0.9035 | 258.60 | |
| 0.0548 | 6.31 |
Estimation Period:
Jan 3, 1990 to May 10, 2024
Jan 3, 1990 to May 10, 2024
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