Canon Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.05% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 13.33 | |
| 0.0298 | 13.98 | |
| 0.9457 | 603.11 | |
| 0.0364 | 7.56 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts