Canadian National Railway Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.20% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8019 | 4.66 | |
| 0.0557 | 6.15 | |
| 0.9109 | 69.33 | |
| -0.0778 | -2.78 | |
| 0.1264 | 3.31 | |
| -0.0988 | -4.30 | |
| 0.0937 | 4.13 | |
| -0.0561 | -2.62 | |
| 0.0108 | 0.74 |
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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