Canadian Natural Resources Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.23% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0588 | 15.12 | |
| 0.0237 | 17.15 | |
| 0.9410 | 516.16 | |
| 0.0509 | 10.53 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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