Canadian Pacific Kansas City Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.12% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 10.85 | |
| 0.1227 | 18.87 | |
| 0.9790 | 693.33 | |
| -0.0572 | -14.51 |
Estimation Period:
Aug 21, 2001 to Feb 13, 2026
Aug 21, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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