V-Lab: Canadian National Railway Co EGARCH Volatility Analysis

V-Lab

| |

V-Lab

Canadian National Railway Co EGARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:16.88% (-0.55%)

Analysis last updated: Tuesday, April 23, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0181	9.77
$α$	0.1043	22.78
$β$	0.9847	1065.67
$γ$	-0.0448	-14.47

Estimation Period:
Nov 20, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts