CSX Corp EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
21.56%
decreased by 0.73%
1 Week
21.95%
decreased by 0.34%
1 Month
23.41%
increased by 1.12%
Analysis last updated: Tuesday, June 9, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 7.94 | |
| 0.1192 | 18.70 | |
| 0.9790 | 520.77 | |
| -0.0735 | -19.64 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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