Canadian National Railway Co EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.83% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 15.61 | |
| 0.1086 | 26.10 | |
| 0.9873 | 1,115.57 | |
| -0.0205 | -4.36 |
Estimation Period:
Nov 17, 1995 to Feb 6, 2026
Nov 17, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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