Canadian Pacific Kansas City Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.64% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8937 | 6.43 | |
| 0.0701 | 21.90 | |
| 0.9797 | 314.81 | |
| 5.8061 | 5.15 |
Estimation Period:
Aug 21, 2001 to Feb 6, 2026
Aug 21, 2001 to Feb 6, 2026
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