V-Lab
United Parcel Service Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:23.44% (-0.48%)
Analysis last updated: Friday, May 3, 2024 at 09:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 10.93 | |
| 0.1504 | 23.37 | |
| 0.9789 | 761.81 | |
| -0.0441 | -8.38 |
Estimation Period:
Nov 10, 1999 to May 3, 2024
Nov 10, 1999 to May 3, 2024
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