V-Lab
Canadian Pacific Kansas City Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:24.53% (-1.34%)
Analysis last updated: Saturday, May 4, 2024 at 05:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0103 | 5.81 | |
| 0.0705 | 22.21 | |
| 0.9815 | 309.22 | |
| 6 | 5.17 |
Estimation Period:
Aug 21, 2001 to May 3, 2024
Aug 21, 2001 to May 3, 2024
Other Canadian Pacific Kansas City Ltd Analyses