Cut about ½ inch off the top of the garlic. Cut the roots so that the garlic will sit flat. Remove the papery skin from the garlic, but leave enough so that the cloves stay together. Put garlic into small casserole dish or baking pan, drizzle olive oil over it, and cover with foil. Bake in a preheated 325 degree oven for 1 hour. Remove the garlic and let it cool until you can handle it.
Combine water, pineapple juice, teriyaki sauce, soy sauce, brown sugar, & cayenne pepper in a medium saucepan over medium high heat. Stir occasionally until mixture boils. Reduce heat until mixture is just simmering.
Squeeze the sides of the heat of garlic until the roasted garlic is squeezed out. Add remaining ingredients to the pan and stir.
Let mixture simmer for 50 minutes, or until sauce has reduced by half and is thick and syrupy. Make sure it doesn't boil over.
*Makes one cup of glaze