Canon Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.87% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7012 | 7.94 | |
| 0.0836 | 8.03 | |
| 0.8469 | 48.75 | |
| 0.0968 | 7.41 | |
| -0.1488 | -7.18 | |
| 0.0788 | 4.42 | |
| -0.0567 | -4.05 | |
| 0.0691 | 6.54 | |
| -0.0573 | -6.56 |
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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