Union Pacific Corp EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.76%
decreased by 0.13%
1 Week
26.88%
decreased by 0.01%
1 Month
27.27%
increased by 0.38%
Analysis last updated: Saturday, June 13, 2026 at 12:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 5.92 | |
| 0.1326 | 9.36 | |
| 0.9668 | 223.85 | |
| -0.0377 | -3.06 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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