Dow Jones Transportation Average GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.94% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 22.02 | |
| 0.0820 | 32.48 | |
| 0.8983 | 333.95 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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