CSX Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.10%
decreased by 0.51%
1 Week
23.50%
decreased by 0.11%
1 Month
24.87%
increased by 1.26%
Analysis last updated: Friday, June 12, 2026 at 10:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0748 | 11.79 | |
| 0.0127 | 10.05 | |
| 0.9225 | 266.32 | |
| 0.0943 | 15.30 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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