Canadian Pacific Kansas City Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.99% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0863 | 17.64 | |
| 0.0329 | 9.35 | |
| 0.9099 | 227.13 | |
| 0.0646 | 12.93 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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