Dow Jones Transportation Average APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
18.88%
decreased by 0.23%
1 Week
19.09%
decreased by 0.02%
1 Month
19.80%
increased by 0.69%
Analysis last updated: Wednesday, June 10, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0353 | 23.43 | |
| 0.0754 | 27.10 | |
| 0.9121 | 350.80 | |
| 0.3637 | 14.24 | |
| 1.5563 | 40.95 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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