Showa Chemical Ind Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.01% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0396 | 10.64 | |
| 0.0540 | 12.68 | |
| 0.9516 | 489.03 | |
| -0.0117 | -1.49 |
Estimation Period:
Jan 16, 1990 to Feb 13, 2026
Jan 16, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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