V-Lab
Canadian National Railway Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:22.61% (-0.23%)
Analysis last updated: Friday, April 26, 2024 at 02:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2971 | 9.48 | |
| 0.0507 | 6.00 | |
| 0.9276 | 80.42 | |
| 0.0009 | 3.42 |
Estimation Period:
Nov 17, 1995 to Apr 19, 2024
Nov 17, 1995 to Apr 19, 2024
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