Canadian National Railway Co AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.88% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0487 | 17.36 | |
| 0.0627 | 38.74 | |
| 0.9120 | 533.66 | |
| 0.5272 | 15.57 |
Estimation Period:
Nov 20, 1996 to Feb 6, 2026
Nov 20, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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