Canadian National Railway Co AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.99% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0486 | 17.32 | |
| 0.0627 | 38.75 | |
| 0.9120 | 533.67 | |
| 0.5294 | 15.64 |
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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