Canadian National Railway Co GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.29% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 15.22 | |
| 0.0496 | 28.46 | |
| 0.9366 | 446.00 |
Estimation Period:
Nov 17, 1995 to Feb 6, 2026
Nov 17, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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