Canon Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.85% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7287 | 8.47 | |
| 0.0914 | 8.15 | |
| 0.8223 | 41.94 | |
| 0.1011 | 8.13 | |
| -0.1565 | -7.96 | |
| 0.0865 | 5.11 | |
| -0.0680 | -4.93 | |
| 0.0910 | 6.20 | |
| -0.1140 | -3.73 |
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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