Norfolk Southern Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.22%
decreased by 0.35%
1 Week
25.37%
decreased by 0.20%
1 Month
25.79%
increased by 0.22%
Analysis last updated: Saturday, June 13, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8495 | 7.47 | |
| 0.0578 | 7.43 | |
| 0.8979 | 58.81 | |
| -0.0071 | -0.23 | |
| 0.0837 | 1.78 | |
| -0.1825 | -5.54 | |
| 0.1803 | 6.19 | |
| -0.1349 | -4.08 | |
| 0.0953 | 2.35 | |
| -0.0343 | -0.81 | |
| -0.0055 | -0.14 | |
| 0.0054 | 0.20 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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