Norfolk Southern Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
28.34%
decreased by 0.63%
1 Week
28.40%
decreased by 0.57%
1 Month
28.63%
decreased by 0.34%
Analysis last updated: Tuesday, June 9, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0502 | 16.73 | |
| 0.0179 | 13.99 | |
| 0.9382 | 542.95 | |
| 0.0607 | 15.81 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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