Canadian Pacific Kansas City Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.60% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0687 | 16.63 | |
| 0.0183 | 8.32 | |
| 0.9201 | 265.78 | |
| 0.0755 | 14.47 |
Estimation Period:
Aug 21, 2001 to Feb 20, 2026
Aug 21, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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