Dow Jones Transportation Average GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
20.46%
increased by 0.11%
1 Week
20.57%
increased by 0.22%
1 Month
20.95%
increased by 0.60%
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 | |
|---|---|---|
| 0.0430 | 22.36 | |
| 0.0846 | 32.42 | |
| 0.8949 | 323.19 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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