V-Lab
Canadian Pacific Kansas City Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:25.28% (-1.37%)
Analysis last updated: Thursday, May 9, 2024 at 12:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0363 | 9.86 | |
| 0.8108 | 71.88 | |
| 0.0937 | 16.35 | |
| 0.0699 | 1.93 | |
| 0.0665 | 2.09 | |
| 0.9079 | 20.45 |
Estimation Period:
Aug 21, 2001 to May 3, 2024
Aug 21, 2001 to May 3, 2024
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