Canadian Natural Resources Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.96% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0643 | 12.32 | |
| 0.0156 | 10.03 | |
| 0.9397 | 421.37 | |
| 0.0692 | 11.79 |
Estimation Period:
Jul 31, 2000 to Feb 13, 2026
Jul 31, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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