Canadian National Railway Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.14% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8133 | 4.74 | |
| 0.0557 | 6.16 | |
| 0.9110 | 69.43 | |
| -0.0758 | -2.73 | |
| 0.1238 | 3.27 | |
| -0.0979 | -4.26 | |
| 0.0934 | 4.12 | |
| -0.0565 | -2.63 | |
| 0.0113 | 0.77 |
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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