Shin-Etsu Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:50.10% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3630 | 8.03 | |
| 0.0883 | 7.44 | |
| 0.8598 | 43.84 | |
| -0.0288 | -0.92 | |
| 0.1598 | 3.30 | |
| -0.2713 | -7.60 | |
| 0.2186 | 6.33 | |
| -0.1089 | -2.97 | |
| 0.0393 | 1.08 | |
| -0.0042 | -0.11 | |
| 0.0029 | 0.08 | |
| -0.0182 | -0.76 |
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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