Canadian Pacific Kansas City Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.21% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0093 | 5.61 | |
| 0.8921 | 147.51 | |
| 0.0817 | 18.16 | |
| 0.8469 | 2.20 | |
| 0.6332 | 3.43 | |
| 0.0491 | 0.16 |
Estimation Period:
Aug 21, 2001 to Feb 13, 2026
Aug 21, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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