United Parcel Service Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.94% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1191 | 6.37 | |
| 0.1604 | 5.19 | |
| 0.7169 | 18.62 | |
| 0.1616 | 6.21 | |
| -0.1882 | -4.92 | |
| -0.0120 | -0.38 | |
| 0.1181 | 3.71 | |
| -0.1256 | -3.73 | |
| 0.0458 | 1.69 |
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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