Norfolk Southern Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.80% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0504 | 16.82 | |
| 0.0190 | 14.49 | |
| 0.9366 | 530.06 | |
| 0.0618 | 15.74 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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