Norfolk Southern Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.93%
decreased by 0.53%
1 Week
27.04%
decreased by 0.42%
1 Month
27.41%
decreased by 0.05%
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 | |
|---|---|---|
| 0.0501 | 16.72 | |
| 0.0179 | 13.98 | |
| 0.9384 | 544.29 | |
| 0.0605 | 15.79 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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