Shin-Etsu Polymer Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.24% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3159 | 10.35 | |
| 0.1441 | 8.52 | |
| 0.6542 | 18.38 | |
| -0.0575 | -2.34 | |
| 0.1149 | 3.12 | |
| -0.1191 | -5.07 | |
| 0.1334 | 6.41 | |
| -0.1293 | -5.41 | |
| 0.0843 | 2.84 | |
| -0.0267 | -0.72 | |
| -0.0198 | -0.48 | |
| 0.0467 | 0.92 |
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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