Canadian National Railway Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.48% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8133 | 4.75 | |
| 0.0557 | 6.16 | |
| 0.9109 | 69.28 | |
| -0.0756 | -2.74 | |
| 0.1236 | 3.27 | |
| -0.0978 | -4.28 | |
| 0.0936 | 4.13 | |
| -0.0570 | -2.66 | |
| 0.0119 | 0.81 |
Estimation Period:
Nov 20, 1996 to Feb 20, 2026
Nov 20, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Canadian National Railway Co Analyses
Other Zero Slope Spline-GARCH Analyses on Equities