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V-Lab

Teijin Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.15% (-1.76%)
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 SGARCH
paramt-stat
ω0.84205.78
α0.11119.42
β0.816845.91
γ1-0.0788-2.09
γ20.14892.76
γ3-0.1620-4.61
γ40.16775.35
γ5-0.1031-3.20
γ60.01540.45
γ70.00520.15
γ80.05331.29
γ9-0.0966-1.20
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts