Norfolk Southern Corp EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.08%
decreased by 0.50%
1 Week
25.32%
decreased by 0.26%
1 Month
26.23%
increased by 0.65%
Analysis last updated: Saturday, June 13, 2026 at 12:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 12.64 | |
| 0.1083 | 37.25 | |
| 0.9842 | 1,127.40 | |
| -0.0524 | -18.86 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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