Canadian National Railway Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.68% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 16.30 | |
| 0.0385 | 13.52 | |
| 0.9381 | 470.45 | |
| 0.0206 | 4.06 |
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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