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V-Lab

Teijin Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.43% (-1.70%)
Analysis last updated: Friday, February 13, 2026 at 09:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Teijin Ltd S0GARCH
paramt-stat
ω0.88396.02
α0.11129.43
β0.816945.98
γ1-0.0609-1.63
γ20.11972.24
γ3-0.1410-4.03
γ40.14934.75
γ5-0.0867-2.68
γ60.00110.03
γ70.01990.57
γ80.03190.97
γ9-0.0513-2.17
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts