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V-Lab

Teijin Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:28.79% (+4.92%)
Analysis last updated: Saturday, February 21, 2026 at 09:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Teijin Ltd SGARCH
paramt-stat
ω0.84215.78
α0.11079.40
β0.817546.05
γ1-0.0785-2.08
γ20.14822.75
γ3-0.1616-4.62
γ40.16785.36
γ5-0.1037-3.24
γ60.01590.47
γ70.00560.16
γ80.05231.27
γ9-0.0965-1.20
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts