Union Pacific Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.66% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7910 | 7.98 | |
| 0.0627 | 6.35 | |
| 0.8748 | 46.11 | |
| 0.0064 | 0.10 | |
| 0.0208 | 0.18 | |
| -0.1209 | -1.60 | |
| 0.2092 | 5.30 | |
| -0.2090 | -7.71 | |
| 0.1360 | 4.66 | |
| -0.0361 | -1.02 | |
| -0.0211 | -0.49 | |
| 0.0098 | 0.13 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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