V-Lab: Norfolk Southern Corp MF2-GARCH Volatility Analysis

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V-Lab

Norfolk Southern Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:31.34% (-1.21%)

Analysis last updated: Tuesday, May 7, 2024 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0206	11.80
$β$	0.8924	145.96
$γ$	0.0739	18.46
$λ_{1}$	0.0179	3.96
$λ_{2}$	0.0246	3.41
$λ_{3}$	0.9702	113.86

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts