Teijin Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.42% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8839 | 6.03 | |
| 0.1112 | 9.42 | |
| 0.8168 | 45.92 | |
| -0.0608 | -1.63 | |
| 0.1195 | 2.23 | |
| -0.1409 | -4.04 | |
| 0.1492 | 4.76 | |
| -0.0867 | -2.68 | |
| 0.0011 | 0.03 | |
| 0.0201 | 0.58 | |
| 0.0316 | 0.96 | |
| -0.0509 | -2.16 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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