Norfolk Southern Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.63% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0505 | 16.84 | |
| 0.0192 | 14.56 | |
| 0.9365 | 528.81 | |
| 0.0616 | 15.69 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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