V-Lab
Canadian National Railway Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:20.68% (-0.02%)
Analysis last updated: Saturday, May 4, 2024 at 05:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2825 | 9.54 | |
| 0.0500 | 5.96 | |
| 0.9281 | 80.76 | |
| 0.0009 | 3.30 |
Estimation Period:
Nov 17, 1995 to May 3, 2024
Nov 17, 1995 to May 3, 2024
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