Union Pacific Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.99%
decreased by 0.38%
1 Week
26.02%
decreased by 0.35%
1 Month
26.11%
decreased by 0.26%
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 | |
|---|---|---|
| 0.0690 | 7.62 | |
| 0.0182 | 2.99 | |
| 0.9284 | 240.34 | |
| 0.0573 | 5.29 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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