Union Pacific Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.00% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0703 | 7.53 | |
| 0.0194 | 3.14 | |
| 0.9263 | 241.22 | |
| 0.0582 | 5.21 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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