Canon Marketing Japan Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.15% (+3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1940 | 21.80 | |
| 0.0599 | 17.41 | |
| 0.8610 | 219.25 | |
| 0.0539 | 7.15 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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