Shin-Etsu Polymer Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.65% (+3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5876 | 8.65 | |
| 0.0811 | 27.01 | |
| 0.9714 | 273.79 | |
| 4.9192 | 8.74 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
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