Teijin Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.15% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8420 | 5.78 | |
| 0.1111 | 9.42 | |
| 0.8168 | 45.91 | |
| -0.0788 | -2.09 | |
| 0.1489 | 2.76 | |
| -0.1620 | -4.61 | |
| 0.1677 | 5.35 | |
| -0.1031 | -3.20 | |
| 0.0154 | 0.45 | |
| 0.0052 | 0.15 | |
| 0.0533 | 1.29 | |
| -0.0966 | -1.20 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
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