V-Lab
Canon Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:18.55% (-0.76%)
Analysis last updated: Saturday, April 20, 2024 at 12:46 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 13.58 | |
| 0.1300 | 43.25 | |
| 0.9854 | 1409.79 | |
| -0.0467 | -13.64 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024