Shin-Etsu Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.76% (+2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1126 | 16.81 | |
| 0.0600 | 11.77 | |
| 0.8894 | 243.14 | |
| 0.0581 | 6.48 |
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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