Canadian National Railway Co AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.40% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0486 | 17.26 | |
| 0.0626 | 38.74 | |
| 0.9120 | 533.33 | |
| 0.5321 | 15.73 |
Estimation Period:
Nov 20, 1996 to Feb 20, 2026
Nov 20, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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