Shin-Etsu Polymer Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.15% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2638 | 24.74 | |
| 0.0711 | 16.89 | |
| 0.8560 | 234.32 | |
| 0.0496 | 5.72 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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