Canadian National Railway Co EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.77% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 10.02 | |
| 0.1028 | 23.67 | |
| 0.9846 | 1,079.61 | |
| -0.0431 | -14.23 |
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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