V-Lab
V-Lab
Union Pacific Corp Asy. MEM Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:17.67% (-0.39%)

Analysis last updated: Thursday, May 16, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Union Pacific Corp AMEM
paramt-stat
ω0.058323.85
α0.088529.72
β0.8513341.06
γ0.081013.29
Estimation Period:
Jan 2, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts