Canadian National Railway Co GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.70% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 20.19 | |
| 0.0540 | 27.52 | |
| 0.9297 | 411.00 |
Estimation Period:
Nov 20, 1996 to Feb 13, 2026
Nov 20, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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