Dow Jones Transportation Average APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.98% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 23.56 | |
| 0.0682 | 26.44 | |
| 0.9168 | 364.09 | |
| 0.4277 | 15.06 | |
| 1.5843 | 41.78 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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