United Parcel Service Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:31.39% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1234 | 6.42 | |
| 0.1608 | 5.14 | |
| 0.7150 | 18.34 | |
| 0.1621 | 6.28 | |
| -0.1886 | -4.98 | |
| -0.0133 | -0.42 | |
| 0.1233 | 3.79 | |
| -0.1386 | -3.64 | |
| 0.0785 | 1.43 |
Estimation Period:
Nov 10, 1999 to Feb 20, 2026
Nov 10, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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