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Canon Marketing Japan Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.13% (+2.76%)
Analysis last updated: Friday, February 13, 2026 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Canon Marketing Japan Inc SGARCH
paramt-stat
ω1.03146.14
α0.10627.51
β0.799825.62
γ1-0.0517-1.86
γ20.11112.63
γ3-0.1192-4.08
γ40.10724.65
γ5-0.0842-3.62
γ60.07392.78
γ7-0.0857-2.29
γ80.09791.62
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts