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V-Lab

Teijin Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:33.67% (+3.50%)
Analysis last updated: Wednesday, February 25, 2026 at 07:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Teijin Ltd S0GARCH
paramt-stat
ω0.88366.03
α0.11089.41
β0.817446.00
γ1-0.0605-1.62
γ20.11892.23
γ3-0.1405-4.04
γ40.14924.77
γ5-0.0871-2.71
γ60.00130.04
γ70.02070.60
γ80.03060.93
γ9-0.0505-2.14
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts