Canadian Natural Resources Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.76% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 9.04 | |
| 0.1120 | 25.39 | |
| 0.9879 | 1,151.41 | |
| -0.0596 | -14.79 |
Estimation Period:
Jul 31, 2000 to Feb 6, 2026
Jul 31, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Canadian Natural Resources Ltd Analyses
Other EGARCH Analyses on Equities