Canadian Pacific Kansas City Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:23.28% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1090 | 21.76 | |
| 0.0847 | 31.47 | |
| 0.8681 | 320.80 | |
| 0.4964 | 13.17 |
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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