Canadian Pacific Kansas City Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.37% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 10.92 | |
| 0.1231 | 18.88 | |
| 0.9790 | 693.83 | |
| -0.0569 | -14.41 |
Estimation Period:
Aug 21, 2001 to Feb 6, 2026
Aug 21, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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