Canadian Natural Resources Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.06% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0587 | 15.11 | |
| 0.0237 | 17.15 | |
| 0.9410 | 516.17 | |
| 0.0509 | 10.53 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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