United Parcel Service Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.75% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0794 | 21.88 | |
| 0.0959 | 12.48 | |
| 0.8621 | 204.53 | |
| 0.0423 | 4.39 |
Estimation Period:
Nov 10, 1999 to Feb 6, 2026
Nov 10, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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