Norfolk Southern Corp MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.28%
decreased by 0.62%
1 Week
26.39%
decreased by 0.51%
1 Month
26.90%
decreased by 0.00%
Analysis last updated: Saturday, June 13, 2026 at 12:22 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0168 | 10.82 | |
| 0.8959 | 148.13 | |
| 0.0736 | 19.27 | |
| 0.0215 | 3.57 | |
| 0.0256 | 3.11 | |
| 0.9680 | 97.12 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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