Canadian National Railway Co MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.70% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0170 | 10.84 | |
| 0.9149 | 199.98 | |
| 0.0610 | 19.74 | |
| 0.0096 | 3.87 | |
| 0.0182 | 3.61 | |
| 0.9778 | 159.85 |
Estimation Period:
Nov 20, 1996 to Feb 13, 2026
Nov 20, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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