V-Lab
United Parcel Service Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:19.26% (+0.42%)
Analysis last updated: Monday, May 20, 2024 at 10:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1067 | 17.37 | |
| 0.1440 | 24.72 | |
| 0.8157 | 183.01 | |
| 0.2910 | 6.26 |
Estimation Period:
Nov 10, 1999 to May 17, 2024
Nov 10, 1999 to May 17, 2024
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