Canon Electronics Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.40% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2198 | 21.13 | |
| 0.1413 | 17.19 | |
| 0.8124 | 186.51 | |
| 0.0352 | 2.29 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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