Teijin Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.95% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1227 | 21.77 | |
| 0.0577 | 20.75 | |
| 0.8794 | 352.61 | |
| 0.0750 | 10.56 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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