Teijin Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.68% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1226 | 21.74 | |
| 0.0576 | 20.70 | |
| 0.8795 | 352.50 | |
| 0.0751 | 10.58 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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