Canadian National Railway Co GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.06% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 20.19 | |
| 0.0539 | 27.50 | |
| 0.9297 | 410.64 |
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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