Shin-Etsu Polymer Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.10% (+7.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1059 | 26.03 | |
| 0.5406 | 48.77 | |
| 0.0896 | 12.73 | |
| 1.0884 | 1.39 | |
| 0.7851 | 1.82 | |
| 0.0000 | 0.00 |
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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