Canadian National Railway Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.76% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2534 | 10.01 | |
| 0.0546 | 6.44 | |
| 0.9247 | 86.95 | |
| 0.0019 | 2.46 |
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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