V-Lab
Canadian National Railway Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:26.30% (-0.61%)
Analysis last updated: Thursday, May 2, 2024 at 09:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 17.35 | |
| 0.0243 | 12.27 | |
| 0.9360 | 435.33 | |
| 0.0504 | 12.75 |
Estimation Period:
Nov 20, 1996 to Apr 26, 2024
Nov 20, 1996 to Apr 26, 2024
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