V-Lab: Union Pacific Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Union Pacific Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:18.69% (-0.68%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7645	6.52
$α$	0.0583	28.29
$β$	0.9856	395.33
$ν$	6	6.14

Estimation Period:
Jan 2, 1990 to May 10, 2024