Dow Jones Transportation Average GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.77% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0412 | 22.02 | |
| 0.0820 | 32.43 | |
| 0.8982 | 332.91 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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