Canon Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:23.07% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0541 | 17.09 | |
| 0.7236 | 63.27 | |
| 0.1057 | 20.23 | |
| 0.0143 | 3.02 | |
| 0.0298 | 4.25 | |
| 0.9662 | 120.94 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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