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	param	t-stat
$ω$	0.9155	4.95
$α$	0.0560	6.23
$β$	0.9014	58.49
$γ_{1}$	0.0016	0.03
$γ_{2}$	-0.0884	-1.03
$γ_{3}$	0.2285	3.57
$γ_{4}$	-0.2893	-4.82
$γ_{5}$	0.2280	4.09
$γ_{6}$	-0.1061	-2.00
$γ_{7}$	0.0900	1.65
$γ_{8}$	-0.1599	-2.24
$γ_{9}$	0.2081	2.03

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Canadian National Railway Co Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Canadian National Railway Co Analyses