Canadian National Railway Co GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
20.10%
decreased by 0.75%
1 Week
20.29%
decreased by 0.56%
1 Month
20.95%
increased by 0.10%
Analysis last updated: Monday, June 8, 2026 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6607 | 6.59 | |
| 0.0617 | 23.91 | |
| 0.9858 | 429.36 | |
| 6.8465 | 4.79 |
Estimation Period:
Nov 20, 1996 to Jun 5, 2026
Nov 20, 1996 to Jun 5, 2026
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