V-Lab: Norfolk Southern Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Norfolk Southern Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.88% (-0.67%)

Analysis last updated: Friday, April 26, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8367	7.32
$α$	0.0579	7.13
$β$	0.8993	57.01
$γ_{1}$	0.0014	0.05
$γ_{2}$	0.0586	1.37
$γ_{3}$	-0.1524	-4.85
$γ_{4}$	0.1608	5.77
$γ_{5}$	-0.1286	-4.97
$γ_{6}$	0.1078	3.61
$γ_{7}$	-0.0637	-2.10
$γ_{8}$	0.0182	0.85

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts