Canadian National Railway Co MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.61% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0170 | 10.88 | |
| 0.9150 | 200.21 | |
| 0.0610 | 19.73 | |
| 0.0096 | 3.88 | |
| 0.0182 | 3.60 | |
| 0.9778 | 159.83 |
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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