United Parcel Service Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
34.36%
decreased by 2.06%
1 Week
34.26%
decreased by 2.16%
1 Month
33.92%
decreased by 2.50%
Analysis last updated: Tuesday, June 16, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0889 | 22.28 | |
| 0.1065 | 12.66 | |
| 0.8492 | 190.69 | |
| 0.0450 | 4.27 |
Estimation Period:
Nov 10, 1999 to Jun 12, 2026
Nov 10, 1999 to Jun 12, 2026
Other United Parcel Service Inc Analyses
Other GJR-GARCH Analyses on Equities