Dow Jones Transportation Average APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.68% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 23.58 | |
| 0.0688 | 26.89 | |
| 0.9164 | 365.96 | |
| 0.4204 | 15.21 | |
| 1.5867 | 41.75 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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