United Parcel Service Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
23.13%
decreased by 1.50%
1 Week
23.60%
decreased by 1.03%
1 Month
25.15%
increased by 0.52%
Analysis last updated: Tuesday, June 9, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0950 | 22.43 | |
| 0.1111 | 12.60 | |
| 0.8417 | 182.27 | |
| 0.0469 | 4.23 |
Estimation Period:
Nov 10, 1999 to Jun 5, 2026
Nov 10, 1999 to Jun 5, 2026
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