V-Lab
V-Lab
Teijin Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:24.56% (-0.86%)

Analysis last updated: Sunday, April 21, 2024 at 01:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Teijin Ltd GARCH
paramt-stat
ω0.102820.88
α0.086341.77
β0.8928381.54
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts