V-Lab
Canadian Pacific Kansas City Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:19.18% (-0.21%)
Analysis last updated: Wednesday, April 24, 2024 at 12:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 10.29 | |
| 0.1220 | 17.85 | |
| 0.9796 | 696.76 | |
| -0.0596 | -14.60 |
Estimation Period:
Aug 21, 2001 to Apr 19, 2024
Aug 21, 2001 to Apr 19, 2024
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