Norfolk Southern Corp Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
23.25%
decreased by 0.65%
1 Week
23.38%
decreased by 0.52%
1 Month
23.78%
decreased by 0.12%
Analysis last updated: Tuesday, June 16, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8060 | 7.14 | |
| 0.0582 | 7.38 | |
| 0.8959 | 57.35 | |
| -0.0265 | -0.87 | |
| 0.1157 | 2.47 | |
| -0.2054 | -6.31 | |
| 0.1998 | 6.93 | |
| -0.1521 | -4.63 | |
| 0.1099 | 2.71 | |
| -0.0474 | -1.09 | |
| 0.0110 | 0.24 | |
| -0.0269 | -0.38 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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