Canadian National Railway Co Asy. MEM Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
21.02%
decreased by 0.38%
1 Week
21.30%
decreased by 0.10%
1 Month
22.21%
increased by 0.81%
Analysis last updated: Tuesday, June 9, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0714 | 30.18 | |
| 0.1140 | 28.84 | |
| 0.8283 | 287.61 | |
| 0.0613 | 9.00 |
Estimation Period:
Nov 20, 1996 to Jun 5, 2026
Nov 20, 1996 to Jun 5, 2026
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