Union Pacific Corp Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.48%
decreased by 0.03%
1 Week
26.51%
increased by 0.00%
1 Month
26.56%
increased by 0.05%
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 | |
|---|---|---|
| 0.7690 | 8.09 | |
| 0.0626 | 6.29 | |
| 0.8695 | 43.66 | |
| -0.0004 | -0.01 | |
| 0.0292 | 0.27 | |
| -0.1218 | -1.68 | |
| 0.2100 | 5.46 | |
| -0.2163 | -8.39 | |
| 0.1489 | 5.53 | |
| -0.0470 | -1.43 | |
| -0.0222 | -0.53 | |
| 0.0455 | 0.54 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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