Canadian National Railway Co AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.38% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 13.79 | |
| 0.0488 | 28.24 | |
| 0.9367 | 463.71 | |
| 0.3761 | 7.38 |
Estimation Period:
Nov 17, 1995 to Jan 30, 2026
Nov 17, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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