Canon Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.10% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0426 | 18.52 | |
| 0.0381 | 18.05 | |
| 0.9250 | 551.88 | |
| 0.0542 | 10.24 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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