Dow Jones Transportation Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.85% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0252 | 9.67 | |
| 0.8864 | 237.26 | |
| 0.0981 | 21.40 | |
| 0.0085 | 7.15 | |
| 0.0160 | 7.01 | |
| 0.9796 | 339.78 |
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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