Canadian Pacific Kansas City Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.44% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0685 | 16.68 | |
| 0.0189 | 8.46 | |
| 0.9201 | 265.16 | |
| 0.0746 | 14.30 |
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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