Canon Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.40% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4667 | 5.70 | |
| 0.0779 | 9.93 | |
| 0.8910 | 76.66 | |
| 0.0874 | 4.97 | |
| -0.1472 | -6.36 | |
| 0.0998 | 7.24 | |
| -0.0760 | -5.03 | |
| 0.0797 | 4.45 | |
| -0.0901 | -3.12 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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