V-Lab: Canadian National Railway Co AGARCH Volatility Analysis

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V-Lab

Canadian National Railway Co AGARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:23.07% (-0.80%)

Analysis last updated: Thursday, May 9, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0468	16.35
$α$	0.0633	37.86
$β$	0.9122	527.92
$γ$	0.5515	15.74

Estimation Period:
Nov 20, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts