Canadian National Railway Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.85% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0391 | 17.69 | |
| 0.0244 | 12.77 | |
| 0.9368 | 451.45 | |
| 0.0480 | 12.73 |
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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