V-Lab
Canadian Pacific Kansas City Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:20.05% (+0.42%)
Analysis last updated: Wednesday, April 24, 2024 at 12:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9995 | 5.87 | |
| 0.0704 | 22.43 | |
| 0.9818 | 318.67 | |
| 6 | 5.16 |
Estimation Period:
Aug 21, 2001 to Apr 19, 2024
Aug 21, 2001 to Apr 19, 2024
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