Canon Marketing Japan Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.33% (+3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0715 | 17.18 | |
| 0.8130 | 101.75 | |
| 0.0433 | 8.15 | |
| 0.0404 | 2.30 | |
| 0.0171 | 2.48 | |
| 0.9713 | 84.02 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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