V-Lab: Canadian National Railway Co APARCH Volatility Analysis

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V-Lab

Canadian National Railway Co APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:21.33% (+0.02%)

Analysis last updated: Tuesday, April 30, 2024 at 01:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0228	14.93
$α$	0.0586	24.57
$β$	0.9405	418.19
$γ$	0.1639	4.90
$δ$	1.3642	25.46

Estimation Period:
Nov 17, 1995 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts