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V-Lab

Teijin Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.23% (-1.23%)
Analysis last updated: Friday, February 20, 2026 at 09:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Teijin Ltd S0GARCH
paramt-stat
ω0.88396.03
α0.11129.42
β0.816845.92
γ1-0.0608-1.63
γ20.11952.23
γ3-0.1409-4.04
γ40.14924.76
γ5-0.0867-2.68
γ60.00110.03
γ70.02010.58
γ80.03160.96
γ9-0.0509-2.16
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts