V-Lab: Canadian National Railway Co APARCH Volatility Analysis

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V-Lab

Canadian National Railway Co APARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:17.60% (-0.38%)

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
$ω$	0.0288	18.26
$α$	0.0535	21.92
$β$	0.9408	401.00
$γ$	0.3887	14.36
$δ$	1.3468	28.08

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts