Canadian National Railway Co EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.87% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 9.98 | |
| 0.1025 | 23.69 | |
| 0.9846 | 1,079.63 | |
| -0.0434 | -14.30 |
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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