United Parcel Service Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:29.04% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0790 | 21.86 | |
| 0.0947 | 12.48 | |
| 0.8630 | 205.81 | |
| 0.0428 | 4.49 |
Estimation Period:
Nov 10, 1999 to Feb 13, 2026
Nov 10, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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