V-Lab
United Parcel Service Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:25.46% (-0.66%)
Analysis last updated: Thursday, May 2, 2024 at 09:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 14.28 | |
| 0.0351 | 11.29 | |
| 0.9276 | 293.82 | |
| 0.0504 | 10.58 |
Estimation Period:
Nov 10, 1999 to Apr 26, 2024
Nov 10, 1999 to Apr 26, 2024
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