Canadian Pacific Kansas City Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.84% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0097 | 5.77 | |
| 0.8922 | 147.18 | |
| 0.0812 | 18.06 | |
| 0.8484 | 2.19 | |
| 0.6324 | 3.39 | |
| 0.0496 | 0.16 |
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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