Shin-Etsu Chemical Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:44.58% (-3.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0527 | 20.17 | |
| 0.1785 | 25.49 | |
| 0.9677 | 514.74 | |
| -0.0441 | -5.34 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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