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Shin-Etsu Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:50.10% (-1.97%)
Analysis last updated: Tuesday, February 17, 2026 at 09:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shin-Etsu Chemical Co Ltd S0GARCH
paramt-stat
ω1.36308.03
α0.08837.44
β0.859843.84
γ1-0.0288-0.92
γ20.15983.30
γ3-0.2713-7.60
γ40.21866.33
γ5-0.1089-2.97
γ60.03931.08
γ7-0.0042-0.11
γ80.00290.08
γ9-0.0182-0.76
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts