Canadian National Railway Co EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
19.45%
decreased by 0.63%
1 Week
19.67%
decreased by 0.41%
1 Month
20.52%
increased by 0.44%
Analysis last updated: Tuesday, June 9, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 10.14 | |
| 0.1018 | 23.80 | |
| 0.9848 | 1,091.74 | |
| -0.0425 | -13.98 |
Estimation Period:
Nov 20, 1996 to Jun 5, 2026
Nov 20, 1996 to Jun 5, 2026
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