Shin-Etsu Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.62% (+3.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3374 | 7.98 | |
| 0.0891 | 7.39 | |
| 0.8566 | 42.58 | |
| -0.0312 | -1.01 | |
| 0.1623 | 3.40 | |
| -0.2711 | -7.74 | |
| 0.2180 | 6.42 | |
| -0.1082 | -3.00 | |
| 0.0379 | 1.06 | |
| -0.0018 | -0.05 | |
| 0.0005 | 0.01 | |
| -0.0168 | -0.71 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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