Teijin Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.13% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0692 | 18.98 | |
| 0.7626 | 108.25 | |
| 0.0974 | 17.36 | |
| 0.0134 | 4.27 | |
| 0.0164 | 6.16 | |
| 0.9804 | 314.82 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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