Teijin Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:28.79% (+4.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8421 | 5.78 | |
| 0.1107 | 9.40 | |
| 0.8175 | 46.05 | |
| -0.0785 | -2.08 | |
| 0.1482 | 2.75 | |
| -0.1616 | -4.62 | |
| 0.1678 | 5.36 | |
| -0.1037 | -3.24 | |
| 0.0159 | 0.47 | |
| 0.0056 | 0.16 | |
| 0.0523 | 1.27 | |
| -0.0965 | -1.20 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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