Canadian Pacific Kansas City Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.16% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0305 | 10.28 | |
| 0.9027 | 193.00 | |
| 0.0738 | 17.66 | |
| 0.0087 | 4.81 | |
| 0.0034 | 4.45 | |
| 0.9941 | 775.44 |
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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