V-Lab
V-Lab

Canadian Pacific Kansas City Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:17.88% (+0.12%)

Analysis last updated: Thursday, March 28, 2024 at 10:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Canadian Pacific Kansas City Ltd SGARCH
paramt-stat
ω1.39564.19
α0.07193.64
β0.872830.31
γ10.08890.92
γ20.03410.25
γ3-0.3545-3.58
γ40.44354.61
γ5-0.3655-4.31
γ60.23742.67
γ7-0.0677-0.65
γ8-0.1715-1.22
Estimation Period:
Aug 21, 2001 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts