Canadian Pacific Kansas City Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.58% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8685 | 6.52 | |
| 0.0702 | 21.85 | |
| 0.9793 | 313.07 | |
| 5.7901 | 5.16 |
Estimation Period:
Aug 21, 2001 to Feb 20, 2026
Aug 21, 2001 to Feb 20, 2026
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