Canadian National Railway Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.57% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0392 | 17.70 | |
| 0.0243 | 12.74 | |
| 0.9368 | 451.47 | |
| 0.0480 | 12.78 |
Estimation Period:
Nov 20, 1996 to Feb 20, 2026
Nov 20, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Canadian National Railway Co Analyses
Other GJR-GARCH Analyses on Equities