Canadian Pacific Kansas City Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.12% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0686 | 16.66 | |
| 0.0186 | 8.40 | |
| 0.9202 | 265.72 | |
| 0.0750 | 14.39 |
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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