Canadian National Railway Co GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.42% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 20.19 | |
| 0.0541 | 27.50 | |
| 0.9296 | 410.61 |
Estimation Period:
Nov 20, 1996 to Feb 6, 2026
Nov 20, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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