V-Lab: Canadian National Railway Co Asy. Power MEM Volatility Analysis

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V-Lab

Canadian National Railway Co Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:19.02% (-0.72%)

Analysis last updated: Friday, April 19, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0604	21.56
$α$	0.1674	55.85
$β$	0.8123	238.77
$γ$	0.1157	15.66
$δ$	1.3233	22.55

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts