United Parcel Service Inc GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
38.96%
decreased by 2.53%
1 Week
38.71%
decreased by 2.78%
1 Month
37.82%
decreased by 3.67%
Analysis last updated: Saturday, June 13, 2026 at 12:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0749 | 21.12 | |
| 0.1147 | 22.53 | |
| 0.8664 | 206.00 |
Estimation Period:
Nov 10, 1999 to Jun 12, 2026
Nov 10, 1999 to Jun 12, 2026
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