Canon Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.11% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0668 | 16.37 | |
| 0.6477 | 44.90 | |
| 0.0910 | 12.97 | |
| 0.0947 | 1.33 | |
| 0.2485 | 1.66 | |
| 0.7271 | 4.18 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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