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	param	t-stat
$ω$	0.0389	17.90
$α$	0.0246	12.93
$β$	0.9374	456.36
$γ$	0.0463	12.54

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Canadian National Railway Co GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Canadian National Railway Co Analyses