Shin-Etsu Chemical Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.63% (+5.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0675 | 18.80 | |
| 0.7293 | 71.80 | |
| 0.1030 | 16.62 | |
| 0.0320 | 3.86 | |
| 0.0343 | 4.48 | |
| 0.9588 | 107.94 |
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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