Union Pacific Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.80% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0703 | 7.53 | |
| 0.0194 | 3.13 | |
| 0.9262 | 240.70 | |
| 0.0583 | 5.22 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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