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Shin-Etsu Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.62% (+3.87%)
Analysis last updated: Friday, February 13, 2026 at 09:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shin-Etsu Chemical Co Ltd S0GARCH
paramt-stat
ω1.33747.98
α0.08917.39
β0.856642.58
γ1-0.0312-1.01
γ20.16233.40
γ3-0.2711-7.74
γ40.21806.42
γ5-0.1082-3.00
γ60.03791.06
γ7-0.0018-0.05
γ80.00050.01
γ9-0.0168-0.71
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts