Canadian National Railway Co MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
20.98%
decreased by 0.36%
1 Week
21.28%
decreased by 0.06%
1 Month
22.20%
increased by 0.86%
Analysis last updated: Tuesday, June 9, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0180 | 11.20 | |
| 0.9136 | 191.73 | |
| 0.0589 | 18.88 | |
| 0.0102 | 3.71 | |
| 0.0192 | 3.47 | |
| 0.9766 | 145.35 |
Estimation Period:
Nov 20, 1996 to Jun 5, 2026
Nov 20, 1996 to Jun 5, 2026
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