Canadian National Railway Co GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.60%
decreased by 0.38%
1 Week
20.77%
decreased by 0.21%
1 Month
21.36%
increased by 0.38%
Analysis last updated: Friday, June 12, 2026 at 11:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0392 | 17.94 | |
| 0.0248 | 12.98 | |
| 0.9369 | 454.38 | |
| 0.0465 | 12.53 |
Estimation Period:
Nov 20, 1996 to Jun 12, 2026
Nov 20, 1996 to Jun 12, 2026
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