Dow Jones Transportation Average AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.02% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 6.45 | |
| 0.0715 | 35.49 | |
| 0.9050 | 389.74 | |
| 0.6606 | 24.51 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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