Canon Marketing Japan Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.13% (+2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0314 | 6.14 | |
| 0.1062 | 7.51 | |
| 0.7998 | 25.62 | |
| -0.0517 | -1.86 | |
| 0.1111 | 2.63 | |
| -0.1192 | -4.08 | |
| 0.1072 | 4.65 | |
| -0.0842 | -3.62 | |
| 0.0739 | 2.78 | |
| -0.0857 | -2.29 | |
| 0.0979 | 1.62 |
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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