V-Lab
Canadian Pacific Kansas City Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:28.66% (-1.31%)
Analysis last updated: Saturday, May 4, 2024 at 05:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 10.53 | |
| 0.1222 | 17.97 | |
| 0.9790 | 677.50 | |
| -0.0597 | -14.72 |
Estimation Period:
Aug 21, 2001 to May 3, 2024
Aug 21, 2001 to May 3, 2024
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