United Parcel Service Inc AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
41.60%
decreased by 4.64%
1 Week
41.05%
decreased by 5.19%
1 Month
39.25%
decreased by 6.99%
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 | |
|---|---|---|
| 0.1327 | 21.35 | |
| 0.1756 | 26.39 | |
| 0.7905 | 172.11 | |
| 0.2061 | 5.32 |
Estimation Period:
Nov 10, 1999 to Jun 12, 2026
Nov 10, 1999 to Jun 12, 2026
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