V-Lab: Canadian National Railway Co MEM Volatility Analysis

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V-Lab

Canadian National Railway Co MEM Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:19.22% (-0.83%)

Analysis last updated: Thursday, April 18, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0722	8.34
$α$	0.1596	32.63
$β$	0.8137	262.15

Estimation Period:
Nov 20, 1996 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts