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	param	t-stat
$ω$	0.8171	4.82
$α$	0.0557	6.24
$β$	0.9103	69.42
$γ_{1}$	-0.0730	-2.72
$γ_{2}$	0.1194	3.25
$γ_{3}$	-0.0955	-4.29
$γ_{4}$	0.0938	4.18
$γ_{5}$	-0.0597	-2.75
$γ_{6}$	0.0144	0.96

V-Lab

Canadian National Railway Co Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Canadian National Railway Co Analyses